COMMISSION IMPLEMENTING REGULATION (EU) 2016/2070

2.12.2016 | EN | Official Journal of the European Union | L 328/1 ---|---|---|--- * * * COMMISSION IMPLEMENTING REGULATION (EU) 2016/2070 of 14 September 2016 laying down implementing technical standards for templates, definitions and IT-solutions to be used by institutions when reporting to the European Banking Authority and to competent authorities in accordance with Article 78(2) of Directive 2013/36/EU of the European Parliament and of the Council (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013 on access to the activity of credit institutions and the prudential supervision of credit institutions and investment firms, amending Directive 2002/87/EC and repealing Directives 2006/48/EC and 2006/49/EC (1), and in particular the third subparagraph of Article 78(8) thereof, Whereas: (1) | The focus of the competent authorities' assessments or of the European Banking Authority's (‘EBA’) reports may change over time and therefore benchmarking portfolios may need to change accordingly. The design of the general template for defining benchmarking portfolios should take this into account and should therefore allow for defining benchmarking portfolios in various compositions and degrees of granularity. ---|--- (2) | The second sentence of Article 78(2) of Directive 2013/36/EU allows a competent authority to develop, in consultation with the EBA, specific portfolios for assessing the quality of institutions' internal approaches, in addition to the common EBA portfolios. Rules should be provided for defining the templates for the reporting to the EBA, which should also apply to the specific portfolios that have been developed by a competent authority. ---|--- (3) | A clustering approach should be used for credit risk, whereby the credit risk portfolio is decomposed into sub-portfolios with roughly similar risks across institutions. This allows for a provision of analyses by competent authorities and EBA on comparable exposures and ensures a minimum level of uniformity between the portfolios of different institutions. Having regard to the categories of risk present in most of the internal approaches of institutions and to the categories for defining own funds requirements for credit risk, the clustering for the benchmarking exercise of Article 78 of Directive 2013/36/EU should encompass exposures to corporates, credit institutions, central governments, small and medium-sized enterprises (‘SMEs’) included in the retail category (‘retail SMEs’), SMEs not included in the retail category (‘corporate SMEs’), as well as exposures secured by residential mortgages and exposures to the construction sector, with additional clustering based on the place of residence of the counterparty, the collateralisation characteristics, the default status or the industry sector. ---|--- (4) | A more granular benchmarking of internal approaches of institutions requires a specific sample approach to low default portfolios, whereby the benchmarking is applied at the exposure level and at the transaction level. However, given that this specific sample approach focuses on a subset of an institution's real exposures only, and is therefore not very representative, it should be used only as a complement to the clustering approach. ---|--- (5) | The complexity of the benchmarking exercise requires a progressive use of portfolios that refer to the internal approaches used to calculate risk-weighted exposure amounts for credit risk. For market risk, the portfolios used in benchmarking exercises of the Basel Committee on Banking Supervision (‘BCBS’) and of EBA in 2013 should be used as a starting point for developing the set of portfolios for the benchmarking exercise required by Article 78 of Directive 2013/36/EU, with only minor adaptations to maintain the portfolio validity. This will minimise the burden to institutions and competent authorities and avoid a duplication of efforts. ---|--- (6) | Article 78 of Directive 2013/36/EU also requires the competent authorities to assess the quality of the internal approaches and the degree of variability observed in particular approaches. The competent authorities' assessment should therefore not focus only on the internal approaches' outcome but also on the key variability drivers and should draw conclusions from the different modelling approaches and options that institutions use in their internal approaches. Institutions should therefore also be required to report the results of the use of historically observed risk parameters for credit risk and their profit-and-loss time-series for market risk. ---|--- (7) | A meaningful assessment of the effect of each approach used for market risk requires that the institutions report the main risk modelling assumptions to the competent authorities and that the competent authorities assess the effect of each choice in isolation, where Regulation (EU) No 575/2013 of the European Parliament and of the Council (2) provides them with options to choose the modelling assumptions. It is therefore necessary to perform alternative calculations for the value-at-risk (‘VaR’) to control the different possibilities that institutions can apply and that are explicitly mentioned in that Regulation. To that end, institutions using a Historical Simulation approach for VaR should also deliver a one-year profit-and-loss data series for each one of the individual portfolios modelled. ---|--- (8) | When reporting on market risk, the institutions should provide an initial market valuation of each individual instrument to assess whether they understood the instrument correctly. That will also ensure that institutions introduce the positions in their systems. The institutions should also report the initial market valuation to their competent authorities and the EBA ahead of the portfolio-modelling outcome, on which the assessment of the risk-weighted exposure amounts referred to in Article 78(3) of Directive 2013/36/EU will be based. ---|--- (9) | To ensure that the competent authorities and the EBA have a clear view of the range of values that are used for risk-weighted assets and for own funds requirements that arise under internal approaches for similar exposures, the institutions should report to competent authorities the results of internal approaches that have been applied to benchmark portfolios covering a wide range of exposures. ---|--- (10) | Article 78(3) of Directive 2013/36/EU requires competent authorities to assess the internal approaches that they have permitted institutions to use for the purpose of calculating risk-weighted exposure amounts or own funds requirements. The benchmarking exercise should therefore only relate to validated internal approaches. An institution should not provide data for portfolios that include instruments or risk factors that are reported under the standardised approach. ---|--- (11) | An institution that is able to model an instrument included in one of the benchmarking portfolios for market risk and that has received permission from its competent authority to use an internal approach to calculate the risk-weighted exposure amount or the own funds requirement for that type of instrument, should report all the relevant data for that instrument as required by this Regulation, irrespective of whether the institution has such instrument in its books at the time of reporting. However, if an institution that has received the abovementioned permission lacks adequate experience in modelling a specific instrument and has therefore not received its management's approval to model the instrument, it should not provide data on the individual portfolios that include the instrument, as this would risk corrupting the resulting dataset. In such cases the institution should report the portfolios that will not be included in their data submission and provide the reasons for their exclusion. ---|--- (12) | Any long-term IT solution for the reporting for the benchmarking exercise under Article 78(2) of Directive 2013/36/EU should offer an institution the possibility to report directly to EBA. However, EBA has been established recently and has limited resources, which limits its capacity to receive reports by institutions directly. An interim IT solution should therefore be established until those problems have been solved. To avoid that an interim solution creates disproportionate burdens on reporting institutions, consistency with other types of reporting by institutions should be ensured and in particular with the IT solution that is referred to in Article 17 of Commission Implementing Regulation (EU) No 680/2014 (3). ---|--- (13) | Since institutions are already required to report information in accordance with Implementing Regulation (EU) No 680/2014, it would be disproportionate to require them to report immediately all of the information referred to in Article 78(2) of Directive 2013/36/EU. To provide them with sufficient time to implement appropriate internal reporting frameworks, while at the same time ensuring that they carry out a meaningful benchmarking exercise, the portfolios to be assessed as regards credit risk internal approaches should be introduced gradually. ---|--- (14) | The remittance dates for the information that needs to be reported should be set in a manner that gives institutions sufficient time to perform the necessary calculations. ---|--- (15) | This Regulation is based on the draft implementing technical standards submitted by EBA to the Commission. ---|--- (16) | EBA has conducted open public consultations on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Banking Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1093/2010 of the European Parliament and of the Council (4), ---|--- HAS ADOPTED THIS REGULATION: Article 1 Reporting by the institutions for the purposes of Article 78(2) of Directive 2013/36/EU on an individual and consolidated basis For the purposes of Article 78(2) of Directive 2013/36/EU, an institution referred to in paragraph 1 of that Article shall submit to its competent authority all the information referred to in Articles 2 and 3 on an individual and consolidated basis. Article 2 Reporting of information for credit risk For internal approaches for credit risk, an institution shall submit to its competent authority the following information: (a) | the information specified in template 101 of Annex III, for the counterparties referred to in template 101 of Annex I, in accordance with the instructions referred to in Tables C 101 of Annex II and Annex IV respectively; ---|--- (b) | the information specified in template 102 of Annex III, for the portfolios referred to in template 102 of Annex I, in accordance with the instructions referred to in Tables C 102 of Annex II and Annex IV respectively; ---|--- (c) | the information specified in template 103 of Annex III, for the portfolios referred to in template 103 of Annex I, in accordance with the instructions referred to in Tables C 103 of Annex II and Annex IV respectively; ---|--- (d) | the information specified in template 104 of Annexes III, for the hypothetical transactions referred to in template 104 of Annex I, in accordance with the instructions referred to in Tables C 104 in Annex II and Annex IV respectively; ---|--- (e) | the information specified in template 105 of Annex III in relation to the name and characteristics of the internal approaches used for the computation of the results provided in templates 102 to 104 of Annex III, in accordance with the instructions referred to in Table C 105 of Annex IV. ---|--- Article 3 Reporting of information for market risk 1\. For internal approaches for market risk, an institution shall submit to its competent authority the information specified in the templates of Annex VII, in accordance with the portfolio definitions and instructions contained in Annexes V and VI, respectively. 2\. As a derogation from paragraph 1, an institution shall not be required to submit the information referred to in paragraph 1 for an individual portfolio in any of the following cases: (a) | the institution does not have the permission from its competent authority to model the relevant instruments or risk factors that are included in the portfolio; ---|--- (b) | there is no internal approval by the management of that institution to operate in one or more instruments or in the underlying assets included in the relevant portfolios; ---|--- (c) | one or more of the instruments included in the portfolios incorporate underlying risks or modelling features that are not contemplated in the institution's risk metrics. ---|--- 3\. An institution that meets the conditions of paragraph 2 and has decided not to submit the information referred to in paragraph 1 on one or more portfolios shall: (a) | report those portfolios and indicate which of the reasons listed in paragraph 2 is the cause thereof; ---|--- (b) | still submit the information for the aggregated portfolios included in Annex V, considering only the individual portfolios that it is able and permitted to model. ---|--- Article 4 Reference and remittance dates 1\. An institution shall submit to its competent authority the information referred to in Article 1 on the following reporting reference dates: (a) | the information referred to in Article 2 shall be submitted as it stands on 31 December of each year; ---|--- (b) | the information referred to in Article 3 shall be submitted as it stands on the reporting reference dates specified in the instructions laid down in Annexes V and VI. ---|--- 2\. An institution shall submit to its competent authority the information referred to in Articles 2 and 3 by 11 April of each year. The remittance date of the initial market valuation of market risk data specified in template C 106 of Annex VII is set out in Annex V. 3\. Where the date referred to in paragraph 2 is not a working day in the Member State of the competent authority to which the information is to be submitted, the information shall be submitted on the following working day. 4\. An institution shall submit to its competent authority any corrections to the submitted information without undue delay. Article 5 Initial market valuation for market risk For portfolios other than those reported in accordance with point (a) of Article 3(3), an institution shall report to its competent authority an initial market valuation of those portfolios or of individual instruments included in those portfolios, as applicable, at the precise date specified in the instructions set out in Annex VI. Article 6 IT solutions for the reporting When submitting information in accordance with Article 1, an institution shall use the IT solution developed for the purposes of the supervisory reporting in accordance with Article 17 of Implementing Regulation (EU) No 680/2014. Article 7 Transitional provisions for reference dates, remittance dates, and for reporting of credit risk templates 1\. As a derogation from Article 2, during the first year of application of this Regulation, institutions shall submit only the information referred to in points (c) and (e) of that Article. 2\. As a derogation from Article 2, during the second year of application of this Regulation, institutions shall submit only the information referred to in points (a), (b), (d) and (e) of that Article. 3\. As a derogation from Article 2 and until 31 December 2016, an institution shall not be required to report column 180 of templates 102 and 103 of Annex III where that institution does not compute the own funds requirements for credit risk resulting from the application of the standardised approach. 4\. As a derogation from Article 4(2), during the first year of application of this Regulation, an institution shall submit the information referred to in Articles 2 and 3 to competent authorities by close of business of 27 December 2016. Article 8 Entry into force This Regulation shall enter into force on the twentieth day following that of its publication in the Official Journal of the European Union. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 14 September 2016. For the Commission The President Jean-Claude JUNCKER * * * (1) OJ L 176, 27.6.2013, p. 338. (2) Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (OJ L 176, 27.6.2013, p. 1). (3) Commission Implementing Regulation (EU) No 680/2014 of 16 April 2014 laying down implementing technical standards with regard to supervisory reporting of institutions according to Regulation (EU) No 575/2013 of the European Parliament and of the Council (OJ L 191, 28.6.2014, p. 1). (4) Regulation (EU) No 1093/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Banking Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/78/EC (OJ L 331, 15.12.2010, p. 12). * * * ANNEX I DEFINITION OF SUPERVISORY BENCHMARKING PORTFOLIOS LOW DEFAULT EXPOSURES TEMPLATES --- Template number | Template code | Name of the template /group of templates | Short name 101 | C 101.00 | Definition of Low Default Portfolio counterparties | LDP Counterparties 102 | C 102.00 | Definition of Low Default Portfolios | LDP Portfolios 103 | C 103.00 | Definition of High Default Portfolios | HDP Portfolios 104 | C 104.00 | Definition of hypothetical transactions in Low Default Portfolios | HYP Transactions C 101.00 — Definition of Low Default Portfolio counterparties Counterparty code | Legal entity identifier (LEI) | Credit register code | Commercial register code | ISIN code | Bloomberg ticker | Name | Geographical area | Portfolio name | Sector of the counterparty | Type of exposures | Type of facility ---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 LCC0001 | | 1040 | 58237v | | 0296104D AV EQUITY | ALPINE Bau GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0002 | 5299005VO3GJ18GL5F14 | 8670870 | 310593f | | | AMAG Austria Metall AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0003 | 549300VZKC61IR5U8G96 | 26972 | 50935f | AT0000730007 | ANDR AV EQUITY | ANDRITZ AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0004 | 529900LMTI8YSE62EI88 | | | | LHA GF Equity | AUSTRIAN AIRLINES AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0005 | 5299004QD601B8U1HD44 | 131830 | 109445z | | | Austrian Gaming Industries GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0006 | 529900J7EWWGQ375DL84 | 2410 | 53507m | | | AVL List GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0007 | | 226424 | 58036y | | | Bauunternehmung Granit Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0008 | | 160431 | 89102h | | | BENE AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0009 | 529900ZAFSOBVFCKF263 | | 319670d | | 0456855D AV EQUITY | Benteler International Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0010 | 5299000SY4448XU04857 | 847216 | 86959g | | | CAG Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0011 | 5299003V84MVB5A3C324 | 5762600 | 231192p | | | CARBONES HOLDING GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0012 | 529900G8XM6H1XVZBJ73 | 67504 | 99639d | | | Casinos Austria Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0013 | 529900VN62L73X2OJX85 | 5200326 | 212163f | | | conwert Immobilien Invest SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0014 | | 7161956 | 270027z | | | DCM DECOmetal GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0015 | | 76350 | 67493f | | | dm drogerie markt GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0016 | 5299002NFQKOBT1E8569 | 3570614 | 156765m | | | DO & CO Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0017 | 5299004ARAOQMGTWCI13 | 125709 | 70342w | | | Doppelmayr Seilbahnen GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0018 | 54930060U4XOVED1T359 | 5536812 | 223028h | | | EconGas GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0019 | 529900WJZJAEI0VBLP60 | | | | | Egger Holzwerkstoffe GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0020 | 52990048A4N0S24VG982 | 159026 | 42973x | | | Eglo Leuchten GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0021 | 529900N8OA1GVSR5R946 | 30988 | 76532y | | | Energie AG Oberösterreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0022 | 529900BMPGUGAFYYAV45 | 6106 | 126805d | | | Energie Burgenland AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0023 | 529900WID59A60HHYX13 | 2795493 | 145825z | | | Erber Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0024 | 529900P4JZBFEVNEAE60 | | | | EVN AV Equity | EVN AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0025 | | 9907106 | 347483f | | | Felbermayr Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0026 | 549300FQ2ILBH7DJ6I45 | 1754530 | 42984m | | | Flughafen Wien Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0027 | 529900RJAN0LNMW7Q775 | 1312138 | 89381v | | | HABAU Hoch- und Tiefbaugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0028 | 5299000X53SAWQMDFF06 | 58114 | 26451z | | | Hofer Kommanditgesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0029 | | 1640348 | 47654f | | | Hyundai Import Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0030 | 529900RQJADHH91ABP14 | 2777363 | 144991y | | | Infineon Technologies Austria AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0031 | 529900DSSMPIR6R3GO43 | 130311 | 64543t | | | J. u. A. Frischeis Gesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0032 | 5299008ARRNJFPBNTM78 | 4155033 | 178368g | | | Kapsch BusinessCom AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0033 | 529900A9NX1TM65N4176 | 21369 | 99133i | | | KELAG-Kärntner Elektrizitäts-Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0034 | | 1376136 | 94579m | | | Leiner Immobilien GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0035 | | 25798 | 32725a | | | Leyrer + Graf Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0036 | | 1216520 | 106825x | | | Management Trust Holding Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0037 | 529900JYVV57QBKV9G11 | 1991078 | 35673k | | | MFC Commodities GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0038 | 529900WFARKZGRCQ8652 | | | | | MONTANA TECH COMPONENTS GMBH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0039 | 213800CUWJ54846X6779 | 1760513 | 40450k | | | Montanwerke Brixlegg Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0040 | 529900UUANUJ60MNMX97 | | 71396w | | 7716424Z AV EQUITY | ÖBB — Infrastruktur Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0041 | 529900UOHXZ1BIORCV04 | 6467385 | 248742y | | | ÖBB-Personenverkehr Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0042 | 529900B76VL5KG71J029 | 6515541 | 250198p | | | ÖBB-Postbus GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0043 | 529900UZY47TEIFNF978 | 6496644 | 249666g | | | ÖBB-Produktion Gesellschaft mbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0044 | 549300V62YJ9HTLRI486 | | 93363z | AT0000743059 | OMV AV EQUITY | OMV Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0045 | | 3512231 | 154148p | | | Österreichische Bundesforste AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0046 | 529900IFAV83BX8O1O91 | 526819 | 33393h | AT0000758305 | PAL AV EQUITY | PALFINGER AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0047 | | 957313 | 115289v | | | QuadraCir AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0048 | 5299000HTNHA5ACH9N32 | 1074393 | 56247t | | 495680Z AV EQUITY | Red Bull GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0049 | 529900ENFTO28GS3KF76 | 1813722 | 78563i | | | Rohöl-Aufsuchungs Aktiengesellschaft | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0050 | 5299005U4ZMMSYUJ5G02 | 7113951 | 267218v | | | ROXCEL Handelsgesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0051 | 5493000C4S664YT7T556 | 38229 | 51350s | | | Salzburg AG für Energie, Verkehr und Telekommunikation | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0052 | 549300XBCUMUR5CI0181 | | | | | Sappi Papier Holding GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0053 | 5299002XAOMQWAIZMA51 | 271020 | 128056v | | | Schmid Industrieholding G.m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0054 | 52990021T5LVTQOGSU18 | 39594 | 60562m | | | Siemens Aktiengesellschaft Österreich | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0055 | 52990020WIPPT0HC0V31 | | | | | Steinhoff Europe AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0056 | 529900TYYSRJH2VJSP60 | 421065 | 88983h | AT000000STR1 | STR AV EQUITY | Strabag SE | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0057 | 529900BTWJ6SISLJ5854 | 5880980 | 235264b | | | SWARCO AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0058 | 529900SCL1LJL8PZNI48 | 501247 | 83175t | | | Swietelsky Baugesellschaft m.b.H. | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0059 | 529900V54UV5XQUK5S85 | | FN155563W | | TKA AV Equity | Telekom Finanzmanagement GmbH | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0060 | 529900OOW8ELHOXWZP82 | | | | UN9 GS Equity | UNIQA Insurance Group AG | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0061 | 549300IFXHQIB5POT565 | 3734340 | 162844b | | | VAMED ENGINEERING GmbH & CO KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0062 | 5299006UDSEJCTTEJS30 | 45926 | 76023z | AT0000746409 | VER AV EQUITY | VERBUND AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0063 | 529900ZAXBMQDIWPNB72 | 2147807 | 66209t | AT0000937503 | VOE AV EQUITY | voestalpine AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0064 | 5299008VQJD65XCUPR16 | 1134770-5 | HRA661038 | | 6830553Z AV EQUITY | Voith Turbo GmbH & Co. KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0065 | 529900VXIFBHO0SW2I31 | 46434 | 77676f | AT0000831706 | WIE AV EQUITY | Wienerberger AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0066 | 529900OS67T49AW45S74 | 194255 | 121150m | | 665707Z AV EQUITY | WIENERBERGER FINANZ SERVICE GMBH | AT | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0067 | 529900OJFTLS1RYWIF55 | 9565779 | 336561v | | | XXXLutz KG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0068 | 529900IIODYNYAZ2ID26 | | | | | ZUMTOBEL AG | AT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0069 | 54930002QM8QVWM56E14 | | | | | Amcor Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0070 | WZE1WSENV6JSZFK0JC28 | | | | BHP AU EQUITY | BHP Billiton Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0071 | | | | | 6026550Z AU EQUITY | Coates Group Pty Ltd (Ex-Ned Group Holdings Pty Ltd) | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0072 | JOR7RJTXUXBRJ4UA5G70 | | | | CCL AT Equity | Coca-Cola Amatil Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0073 | 549300HPMK7UWN02N804 | | PA3337938 | | CWN AT Equity | Crown Group Finance Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0074 | | | | | LEI AU EQUITY | Leighton Holdings Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0075 | ACMHD8HWFMFUIQQ8Y590 | | | | MQG AU EQUITY | Macquarie Group Ltd | AU | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0076 | ZSN2LWNPYW6ISMRUC664 | | | | ORG AU EQUITY | Origin Energy Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0077 | 5493008XVFHYYV0YHN70 | | | | HUWA GF Equity | Powercor Australia, LLC | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0078 | YLXNW6TI6QSK1H8H0N82 | | | | QAN AU EQUITY | Qantas Airways Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0079 | | | 520433129 | | SPT AU EQUITY | Spotless Holding SAS | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0080 | PCTXNQGRJVR3OG33JG65 | | | | TLS AT Equity | Telstra Corporation Limited | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0081 | 5493003L32ZX9557ST85 | | | | WES AU EQUITY | Wesfarmers Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0082 | QNWEWQBS7HP85QHXQL92 | | | | | Woolworths Ltd | AU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0083 | G05OZ4J4E05KDATL0J93 | | | | | AG Insurance | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0084 | 549300IHBDUTUNQJJB79 | 16342 | | | AGFB BB EQUITY | Agfa-Gevaert NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0085 | 549300N22C0GCT5BUD97 | 26198 | | | | AJINOMOTO OMNICHEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0086 | | 116163 | | | | ALBELEC | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0087 | | 225626 | | | | ALCATAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0088 | 5493008H3828EMEXB082 | | | | ABI BB EQUITY | Anheuser-Busch InBev NV/SA [ABInBev] | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0089 | 549300BKDDQ56JWCBT72 | 1098030 | | | | AQUAFIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0090 | 549300B4HNIJSAWU1C95 | 1138391 | | | | ARPAL MANAGEMENT | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0091 | 213800R1F1EJYM4ICO85 | | 444734706 | BE 0444734706 | | Barry Callebaut Services | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0092 | 549300CWRXC5EP004533 | | | | BELG BB Equity | Belgacom S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0093 | 549300R9I8GUZLNIV408 | | 890082292 | | | Brussels Airport Company S.A./N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0094 | | 433287 | | | | CENTRE HOSPITALIER CHRETIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0095 | | 81095 | | | | CHAUSSURES CECIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0096 | 549300IP2F5TKUC0GF38 | 82988 | | | | CHEMITEX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0097 | 549300TM914CSF6KI389 | 149177 | | | COFB BB EQUITY | COFINIMMO | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0098 | | 184723 | | | | COLLIGNON ENG. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0099 | | 201775 | | | | COMPAGNIE BELGE D'INVESTISSEMENT COMMERCIAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0100 | 213800DMG7PUQHINO388 | | | BE 0401641663 | | Louis Delhaize — Compagnie franco-belge d'Alimentation | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0101 | | 255648 | | | | DOD | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0102 | | 1145532 | | | | EDIFICIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0103 | T0YOOBZO4L6YAD6SAV65 | 14206 | 403170701 | | ELEB BB EQUITY | ELECTRABEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0104 | 549300JC3HI3K7ZSYU66 | 1329681 | | | | ELEM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0105 | 549300S1MP1NFDIKT460 | | | BE 0476388378 | ELI BB Equity | ELIA SYSTEM OPERATOR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0106 | 5493001XW6MSHRMFLU28 | | | | ENI GY Equity | eni finance international SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0107 | 549300VO7PUETX031S03 | 10309 | | BE 0860004176 | | ETEXCO SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0108 | | 13771 | | | | ETS DE SIMONE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0109 | 52990053AH5LF0YZWD07 | | | | | Euler Hermes Europe | BE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0110 | 549300D80RYON74MEJ03 | 18181 | | | EURN BB EQUITY | Euronav NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0111 | 8RDWFWPP4PLMZ5PPQH32 | | | | | Fluxys G SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0112 | | 25281 | | | | G EN J VASTGOED | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0113 | | 65807 | | | | HOET TRUCKING & RENTING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0114 | 549300M48VNC2Z0MDG47 | 71844 | | | | HOTTLET FROZEN FOODS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0115 | 549300GR6U0KHJD7DG07 | | | | | IKEA SERVICE CENTRE N.V. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0116 | | 84089 | | | | INTERNATIONAL ORE ET FERTILIZER BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0117 | | 85640 | | | | JEAN WAUTERS-ACIERS SPECIAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0118 | | 111717 | | | | M.G.S. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0119 | 5493004FKZI586397240 | | | | | Magotteaux International SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0120 | 549300Q80KFPKZC6BQ79 | 144096 | | | | MENOUQUIN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0121 | | 166601 | | | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0122 | 5493002HHHFTG6G3BG36 | | | BE 0431676229 | OME BB EQUITY | OMEGA PHARMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0123 | | 168945 | | | | OPIO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0124 | | 192350 | | | | PHARMACIES SERVAIS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0125 | 54930064JCEXFA8M0W31 | 202291 | | BE 0405747040 | | PRAYON | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0126 | | 204834 | | | | PRO CONCEPT M P J | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0127 | 549300NMIBTX17HWF142 | 233001 | | | | RARE GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0128 | 549300X72GEQB1X8K911 | 247664 | | | | ROULARTA MEDIA GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0129 | 529900PY79CWSUGVK810 | 249233 | | | | S.A. CORMAN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0130 | 549300O3VKWJUM16UI64 | 257312 | | | | SAMIR GEMS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0131 | 213800WWE8U6DC99NP03 | | | | | SCR Sibelco NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0132 | | 257564 | | | | SEADCO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0133 | 213800WDGKCVWZAN1N02 | 1051701 | 465409265 | | 0790057D BB EQUITY | SILFIN NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0134 | | 294964 | | | | SOBEMO | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0135 | | 302642 | | | | SOCIETE ANONYME DE VENTE DES EQUIPEMENTS TRANE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0136 | 549300BB5CXGL9YV0D53 | 303429 | | | | SOCIETE COOPERATIVE AGRICOLE DE LA MEUSE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0137 | | 303783 | | | | SOCIETE D'APPLICATIONS ET DE TRAVAUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0138 | 549300MMVL80RTBP3O28 | 556814 | | | SOLB BB EQUITY | Solvay SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0139 | | 923107 | | | | TEAM KALORIK GROUP | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0140 | 549300ZKLIF7RP6EH823 | | | BE 0412101728 | TESB BB EQUITY | Tessenderlo Chemie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0141 | | 953398 | | | | TEX ALLIANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0142 | | 1044409 | | | | TOP-TEX BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0143 | 2138008J191VLSGY5A09 | | | | UCB BB EQUITY | UCB SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0144 | 529900F3AIQECS8ZSV61 | | | | UMI BB EQUITY | Umicore SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0145 | 5493008MCDJ4Y6D5SI04 | 1113512 | | | | UNISTEEL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0146 | | 1140588 | | | | UNIVERSITE LIBRE DE BRUXELLES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0147 | 549300TRHV6F6IE14H93 | 1159858 | | BE 0404060032 | | Van Hool nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0148 | | 1231271 | | | | VASTGOED MANAGEMENT ASSOCIATIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0149 | 529900RAZGQHX0VFTK05 | | | | | Volkswagen Group Services S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0150 | 549300NWW2UDYHH65J03 | 1911623 | | | | WILDO PROPERTIES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0151 | 5299007TSQVOLXOABA65 | 1364744 | | | | ZF WIND POWER ANTWERPEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0152 | 4P8GJCF52NVFW7UL4C95 | | 18630 | | ACE US Equity | ACE Tempest Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0153 | 549300J3KKX1PEJGDW36 | | | | ACGL US Equity | Arch Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0154 | UNZWILHE4KMRP9K2L524 | | 34678 | | NCLH UW Equity | NCL Corporation Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0155 | V5EGRCZCH7FN6WX41891 | | | | OEH UN Equity | Orient-Express Hotels Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0156 | 549300F7ZDOIMR4PZW67 | | | | IPG US Equity | Pacnet Limited | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0157 | V7TL7UQFHNWUEMDZ3X02 | | | | RNR US Equity | Renaissance Reinsurance Ltd. | BM | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0158 | 5493008CA3NMHYEVT131 | | | | | VimpelCom Ltd. | BM | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0159 | | | | BMG455841020 | | HAL TRUST | BMG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0160 | 5493001QYTIDILBVYO18 | | | | | Companhia Brasileira de Aluminio | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0161 | 549300TH5Q6VRP8OT012 | | | | ABI LI Equity | Companhia de Bebidas das Americas (AmBev) | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0162 | 549300EM51WYXFHUY333 | | | | | Embraer S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0163 | | | | | FIBR3 BZ EQUITY | Fibria Celulose SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0164 | 5493000J801JZRCMFE49 | | | | XPBR SQ Equity | Petroleo Brasileiro S.A. — PETROBRAS | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0165 | | | | | VALE5 BZ EQUITY | Vale SA | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0166 | LXVM6T3LO7QIZ8LUZ688 | | | | | Votorantim Cimentos S.A. | BR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0167 | 55S3547PRDP469JRO238 | | 2880814 | | AGU CT Equity | Agrium Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0168 | 4B4HI3CGXMBDC0G6BM51 | | | | AC/A CT Equity | Air Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0169 | 549300OSW32RVX8CCZ87 | | | | ANCUF PQ Equity | Alimentation Couche-Tard Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0170 | DR5LKEURSR8SXLM64266 | | 7501889 | | ALA CT Equity | AltaGas Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0171 | 0O4KBQCJZX82UKGCBV73 | | | | ABX CN EQUITY | Barrick Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0172 | 5493001I9203PRB5KR45 | | | | BCE CT Equity | BCE Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0173 | 549300VPM8ERH1Q42198 | | | | | Bell Canada | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0174 | W7L3VLU8EHQY34Z36697 | | | | BBD/B CN EQUITY | Bombardier Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0175 | 36ZUFRRMJERSM4Q0S289 | | 746053 | | BPO CT Equity | Brookfield Office Properties Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0176 | 3SU7BEP7TH9YEQOZCS77 | | | | CNI UN Equity | Canadian National Railway Company | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0177 | 5493008IGIA1HJMDJS40 | | 1722453 | | CNQ CT Equity | Canadian Natural Resources Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0178 | NXIVWPYOIVYXFF6WCZ47 | | | | CVE CN EQUITY | Cenovus Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0179 | 549300WSRCZY73ZG3090 | | 00326711660005 | | | CGI GROUP INC.

| CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0180 | XYSIJOU3HNVROZWNA008 | | | | UFS CT Equity | Domtar Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0181 | 98TPTUM4IVMFCZBCUR27 | | | | ENB CN EQUITY | Enbridge Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0182 | CZ72ZHBVKZXQRV3XFE26 | | | | ECA CN EQUITY | Encana | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0183 | 549300679TRDUXPT7415 | | 206654303 | | | EPCOR Utilities Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0184 | I2YOHH65IBBT53JFYQ52 | | | | G CT Equity | Goldcorp Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0185 | B1EEF6ML54YDWRC6ZK53 | | 2015335496 | | | Harvest Operations Corp. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0186 | 549300UEBMAQDN0K0R06 | | | | K CN EQUITY | Kinross Gold Corp | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0187 | 95RWVLFZX6VGDZNNTN43 | | | | MG CN EQUITY | Magna International Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0188 | 6Q7WW7FQZR6X22IL2I79 | | | | | Nexen Energy ULC | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0189 | 549300O4ZJZZOHH4H804 | | 3572862 | | NBD CT Equity | Norbord Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0190 | 5493007M1XGU5E55ZJ25 | | | | | NOVA Chemicals Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0191 | 549300HDLRTPBQU69P29 | | | | BIN CT Equity | Progressive Waste Solutions Ltd. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0192 | 549300A0QNNPY14D9106 | | | | SCC CT Equity | Sears Canada Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0193 | 3XCBVWUPHGBZ5GF7TY15 | | | | SU CN EQUITY | Suncor Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0194 | NQWTWUIL1PK7V7N5Y468 | | | | TLM CN EQUITY | Talisman Energy Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0195 | T8KI5SQ2JRWHL7XY0E11 | | | | TCK/B CN EQUITY | Teck Resources Ltd [Ex-Teck Cominco Ltd] | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0196 | YHKQM2RIPKZYOZ6RVZ46 | | | | TK US Equity | Teekay Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0197 | L2TEUTQ8OSHMJWVLCE40 | | | | T CT Equity | TELUS Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0198 | 549300561UZND4C7B569 | | 884903 | | TOC GF Equity | Thomson Reuters Corporation | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0199 | HJZQGXYTVV2NWJZLPW74 | | | | TOM GY Equity | Toyota Credit Canada Inc. | CA | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0200 | 5BV01I6231JPDAPMGH09 | | | | TRP UN Equity | TransCanada PipeLines Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0201 | PRAQ4VOSFIK7OQ8Z2512 | | 4406354 | | VALE3 BS Equity | Vale Canada Limited | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0202 | WT03B8BB1IX8WI9ZGV02 | | | | | Vermilion Energy Inc. | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0203 | 549300WHE4O6UJ2KU013 | | | | | Yamana Gold Inc | CA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0204 | 5493003DNMEAO1DT3F51 | | | | ABBN VX EQUITY | ABB Ltd [Asea Brown Boveri] | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0205 | NI14Y5UMU60O7JE9P611 | | | | ADEN VX EQUITY | Adecco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0206 | 549300Q3WREIMQYFBC20 | | | | 0170576D SW EQUITY | Ameropa AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0207 | 5493007KVRV2OKRXFA55 | | CH-020.3.035.716-8 | | AML LN Equity | Amlin AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0208 | 529900H7ZPIGI2U3CJ14 | | | | | AXPO TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0209 | 213800Y5RWKLDPUTT265 | | | | BARN SW EQUITY | Barry Callebaut AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0210 | 529900UPDCU6WEL7W167 | | | | BALN VX Equity | Basler Versicherung AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0211 | | 2816554-6 | HRB54517 | DE000DCAG010 | 7705815Z SW EQUITY | DEMAG CRANES AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0212 | 5493002MXX2JLKWLE880 | | | | 567151Z SW EQUITY | Duferco SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0213 | 549300I08UA8SMJON743 | | CH-270.3.002.354-9/ | | DUFN EB Equity | Dufry international AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0214 | 549300ADLU67CYBFIW70 | | CH-645.1.008.684-9 | | | Elsevier Finance SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0215 | 529900Y8BGAFVVVYVN24 | | | | GATE SE Equity | gategroup Holding AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0216 | 213800SVRMQA1TD91D41 | | | | GIVN VX Equity | Givaudan SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0217 | 213800PSSU2QXF1WLR89 | | | | GLEN LN EQUITY | Glencore International AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0218 | 549300DHSS9U1QKJZG57 | | KvK 34275373 0000 | | 1002136Z SW EQUITY | GUNVOR INTERNATIONAL BV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0219 | 529900EHPFPYHV6IQO98 | | | | HOLN VX EQUITY | Holcim Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0220 | 529900Q0YED3805QXQ66 | | | | | KUEHNE AND NAGEL INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0221 | 52990074N8ID7UPV7A95 | | | | | LIEBHERR-INTERNATIONAL AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0222 | 549300EFW4H2TCZ71055 | | | | | Lonza Group AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0223 | KY37LUS27QQX7BB93L28 | | CH-550.0.067.293-5 | CH0038863350 | NESN.VX | NESTLE SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0224 | 529900I2PEF1FN6N6723 | | | | 2284161Z SW EQUITY | Nord Stream AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0225 | | | | | NOVN VX EQUITY | Novartis AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0226 | 549300HUJ5CJUX02RS52 | | | | | OMV SUPPLY & TRADING AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0227 | 5299002JRTT699WFOV74 | | | | | OMYA (Schweiz) AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0228 | 549300HMJAFUW4NSKI73 | | | | | Paul Reinhart AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0229 | | | | | ROG VX EQUITY | Roche Holding Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0230 | 529900PTQ0Z1J44SHZ08 | | CH-100.3.010.656-7 | | STLN SE Equity | SCHMOLZ + BICKENBACH AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0231 | 549300R3N69ECGYPU434 | | | | SIK IX Equity | Sika AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0232 | 213800Z8NOHIKRI42W10 | | | NL0000226223 | STM FP EQUITY | STMICROELECTRONICS NV | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0233 | 5493000KUC3Z24U77V93 | | | | SLHN VX Equity | Swiss Life Holding AG | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0234 | 5493005SL9HHOXS3B739 | | CHE-102.753.938 | | SCMN VX Equity | Swisscom AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0235 | 549300HTOMQG20JYV568 | | | | SYNN VX Equity | Syngenta AG | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0236 | KSVC38RP5WL6C6LJGG03 | | | | TYC US Equity | Tyco International Ltd. | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0237 | 549300VBJS7MG74G2H60 | | | | | Weatherford International Ltd | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0238 | | | | | WOS LN EQUITY | Wolseley Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0239 | | | | | XTA LN EQUITY | Xstrata Plc | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0240 | 50ZCTKCMUDIABGHX3R52 | | | | | Zurich Insurance Company | CH | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0241 | 549300IF4IFG0FS0RM26 | | | | AESGENER CC Equity | AES Gener S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0242 | 549300NLTGCFV7482429 | | | | CENCOSUD CC Equity | Cencosud S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0243 | 549300YP3P0JZBLIV197 | | | | | EMPRESA NACIONAL DEL PETROLEO | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0244 | 549300G475ACIABB4385 | | | USG49215AA73 | CMPC CC Equity | Inversiones CMPC S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0245 | 549300HX3UUDPEFTG707 | | | | LAN CC Equity | Latam Airlines Group S.A. | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0246 | 549300RUPF4SKMJPUR70 | | | | BLT LN Equity | Minera Escondida Limitada | CL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0247 | | | | | 600031 CH EQUITY | Sany Heavy Industry Co Ltd | CN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0248 | A25574TZFLBNK7NWQT47 | | | | PRE CT Equity | Pacific Rubiales Energy Corp. | CO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0249 | 724500JV0VHPRVANL538 | | 5778 | ANN4327C1220 | | HUNTER DOUGLAS NV | CW | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0250 | 213800MRTA64ULUE9919 | | | | | CARBO ONE LIMITED | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0251 | 549300OEZB4GETCGFX34 | | | | | GUNVOR GROUP LTD | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0252 | 549300IVA1PZNX2MN285 | | | | 0163947D CY EQUITY | Mercuria Energy Group Ltd | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0253 | 2138001LK2Z2HSER4U15 | | | | PRS NO EQUITY | PROSAFE | CY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0254 | 31570010000000137835 | 1131604 | 29287391 | | | ALTA, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0255 | 31570010000000116592 | 657856 | 25572881 | | | ARMATURY Group a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0256 | 31570010000000075367 | 765380 | 28402758 | | | BAK stavební společnost, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0257 | 31570010000000115525 | 834699 | 46504940 | | | Cerea, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0258 | 31570010000000034336 | 1023328 | 70994226 | | | České dráhy, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0259 | 315700CTFRL3U2DNMO58 | 633919 | 25085689 | | | CETELEM ČR, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0260 | 529900S5R9YHJHYKKG94 | | | CZ0005112300 | CEZ CP EQUITY | CEZ a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0261 | 315700XJHXU2PD40RU82 | 865668 | 48589837 | | | DEKTRADE a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0262 | 529900C5PL4JGDILRZ94 | 837043 | 46678468 | | | HOCHTIEF CZ a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0263 | 31570010000000099520 | 644725 | 25322257 | | | IMOS Brno, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0264 | 31570010000000032687 | 1086806 | 931 | | | METALIMEX a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0265 | 315700JDC49X4VSP6Z49 | 601013 | 14915 | | | Metrostav a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0266 | 31570066GBSS7JYFEL35 | 817880 | 45193592 | | | MJM Litovel a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0267 | 31570010000000120084 | 832322 | 46342796 | | | OHL ŽS, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0268 | 31570010000000009116 | 699640 | 26463318 | | | OTE, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0269 | 31570010000000026285 | 671247 | 25860038 | | | Pars nova a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0270 | 315700LTSCT2O45NWM28 | 805950 | 43873189 | | | PRAKAB PRAŽSKÁ KABELOVNA, s.r.o. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0271 | 31570010000000115622 | 817271 | 45148155 | | | Primagra, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0272 | 549300KL08IFWLTWLQ52 | 691287 | 26271303 | | | Skanska a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0273 | 529900I8XOZDM4ZQSQ21 | | | | 1025Z CP EQUITY | Skoda Auto A.S. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0274 | 31570010000000031135 | 923751 | 62623753 | | | ŠKODA TRANSPORTATION a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0275 | 213800Z39ZW4XHAAUA27 | 725860 | 27195147 | | | SMP CZ, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0276 | 3157004ICDH3MRKW7534 | 889798 | 60193336 | | | Telefónica Czech Republic, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0277 | 31570010000000055191 | 617997 | 18050646 | | | TŘINECKÉ ŽELEZÁRNY, a. s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0278 | 3157007C98ILJK5ST356 | 609769 | 15886492 | | | UniCredit Leasing CZ, a.s. | CZ | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0279 | 315700EFFOU65ETZ0V16 | 886003 | 531766 | | | UNISTAV a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0280 | 31570010000000001356 | 672337 | 25877950 | | | VÍTKOVICE HEAVY MACHINERY a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0281 | 31570010000000003490 | 710607 | 26823357 | | | VÍTKOVICE POWER ENGINEERING a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0282 | 31570010000000015033 | 697350 | 26415623 | | | W.A.G. payment solutions, a.s. | CZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0283 | 5493005KH7FO1T5TMX47 | 1236614-2 | | | ASG GY Equity | AachenMuenchener Lebensversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0284 | 549300JSX0Z4CW0V5023 | 1319784-3 | | | | ADIDAS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0285 | 549300X1WWPGMS47QQ72 | 1215807-7 | | | ASG GY Equity | Advocard Rechtsschutzversicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0286 | 529900SO83U6ISM6DL85 | 2832395-4 | HRA36525B | | | ALBA Group plc & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0287 | 529900K9B0N5BT694847 | 1100627-7 | | | ALV GY Equity | Allianz SE | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0288 | 529900C058B9OTVFTU36 | 2033673-1 | HRB98981 | | | ASKLEPIOS KLINIKEN GMBH HAMBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0289 | 549300FJWANEIJ25D318 | 1545974-6 | | | | Atlas Copco Energas GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0290 | 529900YNBT62HCUPRG10 | 1106210-6 | | | | AUGUST STORCK KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0291 | 5299005SHIN9ZK7GW242 | 1124841-6 | HRB1775 | DE0006766504 | NDA GY EQUITY | Aurubis AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0292 | 529900PXZU3YHO6HMD80 | 1130123-1 | | | | Axel Springer SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0293 | 529900AJX4TCFW0QT666 | 1104883-2 | | | | B. Braun Melsungen Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0294 | 529900PM64WH8AF1E917 | 1102017-9 | HRB6000 | DE000BASF111 | BAS GR EQUITY | BASF SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0295 | 529900XMQYET3NBF2363 | 2192515-1 | HRB101375 | DE0005168108 | B5A GY EQUITY | Bauer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0296 | 549300J4U55H3WP1XT59 | 1109561-9 | | | BAYN GY EQUITY | Bayer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0297 | YEH5ZCD6E441RHVHD759 | 1103190-3 | | | BMW GY EQUITY | Bayerische Motoren Werke AG [BMW AG] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0298 | 529900SM0FDLLYATXU36 | 1103233-1 | | | | BAYWA AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0299 | 5299001BUUGXAREGE533 | 1103821-3 | | | BTG GR EQUITY | Bertelsmann SE & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0300 | 529900H0HULEN2BZ4604 | 1114115-7 | BWMAHRB710296 | | GBF GY Equity | Bilfinger SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0301 | 529900XBEZ2EYI9ZOV89 | 3010079-6 | | | | BMG Rights Management GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0302 | 529900FOTM78R9Q9NY89 | 1163617-2 | HRB75534 | | 2340173Z GR EQUITY | BOSCH UND SIEMENS HAUSGERATE GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0303 | NNROIXVWJ7CPSR27SV97 | 2926464-5 | | | BNR GY EQUITY | Brenntag AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0304 | 529900OQDCYXCLQOAY53 | 1105482-2 | | | | Burda Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0305 | 5299000XH7YX33EJZP65 | 2730972-3 | | | | CARL ZEISS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0306 | 52990076MX7KD2XYCH67 | 1111099-6 | HRB9517 | DE000CLS1001 | CLS1 GY EQUITY | Celesio AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0307 | 529900O4ND7T8ABIXF67 | 1235957-6 | | | | Claas Kommanditgesellschaft auf Aktien mbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0308 | 529900A7YD9C0LLXM621 | 1106273-4 | HRB3527 | DE0005439004 | CON GY EQUITY | CONTINENTAL AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0309 | | | | | 2294277Z GR EQUITY | Coutinho & Ferrostaal GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0310 | 5299007VZZKH65OCN774 | 2781995-2 | | | | Cronimet Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0311 | 5299008ODF4EFHRI0G60 | 2402196-6 | HRB8957 | | 7097181Z GR EQUITY | CWS-boco International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0312 | 5299005LEM60UYKU5235 | 1106512-5 | | | | DACHSER Group SE & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0313 | 529900R27DL06UVNT076 | 2344103-3 | HRB19360 | | DAI GR EQUITY | Daimler AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0314 | 5299006S0UKN6D9ZP412 | 2451917-5 | | | | DB NETZ AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0315 | 529900I2DLZPTFPENJ05 | 1106744-4 | | | | DEHNER GMBH & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0316 | 5299005A2ZEP6AP7KM81 | 2537834-0 | | | ANN GF Equity | Vonovia SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0317 | 52990063S23N13HU4E98 | 1818189-1 | HRB50000B | | DBHN GR EQUITY | DEUTSCHE BAHN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0318 | 529900PH63HYJ86ASW55 | 1107110-7 | HRB2168 | | LHA GY EQUITY | DEUTSCHE LUFTHANSA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0319 | 52990063W8KQHQMF4M43 | 2623414-6 | | | DPW GF Equity | Deutsche Post Finance B.V. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0320 | 529900ITHU5Y51F1S257 | 1107106-5 | | | | DEUTSCHE SPARKASSEN LEASING AG & CO KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0321 | 549300V9QSIG4WX4GJ96 | 2185287-6 | HRB6794 | | DTE GY EQUITY | DEUTSCHE TELEKOM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0322 | 529900KSWLV9JYE7NC83 | 2095980-5 | HRB34977 | | | DFS Deutsche Flugsicherung GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0323 | 529900QTO8D2QK2TJG32 | 1107340-0 | | | | Diehl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0324 | 529900Y1AT9MQF6UYT42 | 2836050-1 | HRB203044 | | | DMK DEUTSCHES MILCHKONTOR GMBH BREMEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0325 | 529900YZNQ3MUUZ02M47 | 1117002-4 | HRB242 | | | Douglas Holding AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0326 | 5299004W7VTLPROHR533 | 1125242-6 | HRA8242 | | | DR AUGUST OETKER KG BIELEFELD | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0327 | 529900EWEX125AULXI58 | 3008027-9 | | | PAH3 GY EQUITY | Dr Ing HCF Porsche AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0328 | 5493005UFVHY0PPNKD75 | 1107708-8 | HRB7903HL | DE0005550602 | DRW3 GY EQUITY | Drägerwerk AG & Co. KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0329 | 52990076FKBR9THZ8C62 | 2779318-1 | | | | DYWIDAG-Systems International GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0330 | 529900Z8W8S8J1P7U364 | 1105067-1 | HRA9905 | | | E BREUNINGER GMBH CO STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0331 | Q9MAIUP40P25UFBFG033 | 1134262-3 | HRB22315 | | EOAN GY EQUITY | E.ON SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0332 | 5299000MT7P9STUCL908 | 1137158-0 | | | | Ed. Züblin Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0333 | 529900JSFZ4TS59HKD79 | 2331844-7 | | | EBK GR EQUITY | Energie Baden-Wurttemberg AG [EnBW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0334 | 549300OQ94C7KRGGC351 | 2177540-8 | | | ASG GY Equity | Envivas Krankenversicherung AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0335 | 529900G1B8AXELNRG982 | | | | ALV GY Equity | Euler Hermes Deutschland AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0336 | 41GUOJQTALQHLF39XJ34 | 1518676-0 | | | 154407Z GR EQUITY | Evonik Industries AG (Evonic) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0337 | 529900L64X6KZZW19R71 | 1108854-9 | | | 4501Z GR EQUITY | EWE AG [Energieversorgung Weser-Ems] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0338 | 529900D7N2PTTZWFWN57 | 2579145-0 | | | | F.S. Fehrer Automotive GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0339 | 529900EI7R9SCEJP4T76 | 1109776-3 | 00311027000005 | | | FERROSTAAL GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0340 | 529900WBP9HFX10RKB30 | 1110203-5 | | | | FLUGHAFEN MUNCHEN GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0341 | 529900VHM89GUAJ1RK35 | 1114926-7 | HRB25 | | 1048Z GR EQUITY | FRANZ HANIEL & CIE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0342 | 5299001ERX0K10IZUL40 | 1110198-7 | | | | FRAPORT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0343 | XDFJ0CYCOO1FXRFTQS51 | 1110492-4 | HRB11852 | DE0005785604 | FRE GY EQUITY | FRESENIUS SE & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0344 | 5299006NS9FCLFHZVL76 | 1578686-6 | HRB714579 | | | Freudenberg SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0345 | 529900KXMB40SPYJD743 | 2052428-6 | HRB36569B | | 7013717Z GR EQUITY | GAZPROM Germania GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0346 | 549300PHUU0ZZWO8EO07 | 1122951-5 | | | GEA GR EQUITY | GEA Group AG [Global Engineering Alliance] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0347 | 529900JGEOQMCDYOK785 | 1135188-9 | | | | Gelsenwasser AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0348 | 529900F916IVP0TJZK88 | 1051383-6 | HRA11722 | | | GEORG VON HOLTZBRINCK GMBH CO KG STUTTGART | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0349 | 5299006GD4UWSYZOKC28 | 2877346-3 | HRB56040 | | GXI GY Equity | Gerresheimer AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0350 | 529900OJM5EX75OD8032 | 1113335-2 | | | | Getreide-Aktiengesellschaft vorm.P.Kruse- Chr.Sieck | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0351 | 529900K6BWO03KP4GU58 | 1113443-4 | | | | Giesecke & Devrient Gesellschaft mit beschränkter Haftung | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0352 | 529900J0V7C8Z8MLN980 | 2943243-2 | | | | Gigaset Communications GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0353 | 529900LPAX2H9S4NKU05 | 1215951-3 | | | | Gothaer Finanzholding AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0354 | 529900F4P4RV4Z50PI82 | 1114066-2 | HRB527 | | | GROSSKRAFTWERK MANNHEIM AG MANNHEIM | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0355 | HD52L5PJVBXJUUX8I539 | 2294348-4 | | | HPL GR EQUITY | Hapag-Lloyd AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0356 | 5299007CE1VJWKM99H49 | 1130882-2 | HRB2680KI | | 4729Z GR EQUITY | Hauptgenossenschaft Nord AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0357 | 529900MKHOFQI4A0XC48 | 2873755-9 | | | | HAWE Hydraulik SE | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable LCC0358 | 52990022107L9199GO56 | 2588017-0 | | | | HDI Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0359 | 529900755OZXM37H4975 | 1115355-8 | | | | Heckler & Koch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0360 | LZ2C6E0W5W7LQMX5ZI37 | 1126630-1 | HRB330082 | DE0006047004 | HEI GY EQUITY | HEIDELBERGCEMENT AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0361 | 529900ZM98OISTG16932 | 1115394-7 | | | HDD GY Equity | Heidelberger Druckmaschinen AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0362 | 529900PLX4ADJFWIY024 | 1135805-8 | | | 2550Z GR EQUITY | Hella KGaA Hueck & Co | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0363 | 52990027B9ARY5AC8476 | 1115622-1 | | | | HELM AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0364 | 549300VZCL1HTH4O4Y49 | 1115688-2 | HRB4724 | DE0006048408 | HEN3 GY EQUITY | HENKEL AG & CO. KGAA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0365 | 5493007EO7JOPWXHBJ27 | 1740986-3 | HRB3364 | | | Heraeus Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0366 | 529900BVZYMVDRRSXY68 | 1306869-7 | HRB390485 | | 3540636Z GR EQUITY | HERRENKNECHT AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0367 | 529900O7US4NP0J6XD12 | 1179777-6 | | | | HETTICH HOLDING GMBH & CO OHG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0368 | 529900Y25S8NZIYTT924 | 1116241-9 | | | HOT GY EQUITY | Hochtief AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0369 | 5299008WW53GLXRORN29 | 1350826-2 | HRB2311 | | HBM GY Equity | Hornbach-Baumarkt-AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0370 | 529900LFVU534EBRXD13 | 1104693-5 | | | | HUGO BOSS AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0371 | TSI2PJM6EPETEQ4X1U25 | 2443536-4 | | | IFX GY Equity | Infineon Technologies AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0372 | 529900FFRTWZQXTTUB07 | 1193155-7 | | | 7573220Z GR EQUITY | Intersnack Knabber-Gebäck GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0373 | 529900DJMOF0DTSWHO38 | 2850239-1 | HRB40163 | | | JUWI AG WÖRRSTADT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0374 | 529900YURAYD4IJX2J91 | 1128982-4 | HRB2669 | | SDF GY Equity | K+S Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0375 | 1AW6P2GG0FOINEBZUQ05 | | | | VOD LN Equity | Kabel Deutschland Vertrieb und Service GmbH. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0376 | 529900WFRVF4SQ2EV734 | 1121308-9 | HRA102851 | | 509821Z GR EQUITY | Kaufland Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0377 | 529900CQ31CN6GV5LL52 | 2821686-9 | NRWDUHRB20486 | | KCO GY Equity | Kloeckner & Co. S.E. | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0378 | 5299001GRRO0Z25YZT52 | 1130169-4 | | | | Knorr-Bremse AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0379 | 529900IQ90WSXBWSTD78 | 1131272-5 | | | | KOENIG & BAUER AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0380 | 529900LUYJ0V8SOOT260 | 1173404-3 | HRA4415 | | 3612759z gr equity | KRAFTVERKEHR NAGEL GMBH & CO. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0381 | 529900MAU9591GT2S236 | 2849255-1 | | | | KraussMaffei Technologies GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0382 | 529900NY2GSZWWUBW049 | 1120219-9 | | | | KRONES Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0383 | 529900BVAET534PD7C28 | 1119133-5 | HRB21016 | DE0006292006 | KSB3 GY EQUITY | KSB Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0384 | 529900VPRFDDIN7BE119 | 1117324-2 | HRB22709 | | IWKG IX Equity | KUKA AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0385 | 529900FR2K4P9L9XLV21 | 1119187-1 | | | | KWS SAAT SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0386 | 529900PTLRE72EMYIJ77 | 2451186-7 | HRB53652 | | LXS GF Equity | Lanxess AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0387 | 5299002HNCMIUBHOMK35 | 1121223-0 | HRB202 | DE0005408884 | LEO GY EQUITY | Leoni AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0388 | 529900EW0ZH7KAZ11H71 | 1797294-4 | | | | Lidl Stiftung & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0389 | WTV8QGD5UD7MMD4HS345 | 1121375-8 | | | LIN GY Equity | Linde AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0390 | 529900SL1W4KHVE18T81 | 1121582-9 | | | | LOHMANN + Co. AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0391 | 52990098TR1QJBWIYG58 | 1147145-5 | | | | MAHLE GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0392 | 52990018UPG26YRFSM46 | 1122332-8 | HRB179426 | DE0005937007 | MAN GR EQUITY | MAN SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0393 | 5299009Z8B0YE4ECMJ92 | 1044964-3 | | | | Media-Saturn Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0394 | 5299009WLGROB3HKM878 | 1522457-9 | | | | MEGGLE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0395 | 529900OAREIS0MOPTW25 | 2198479-4 | HRB6164 | | MRK GF Equity | Merck KGaA | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0396 | 5299001X9L42HXEBCZ51 | 1188960-7 | | | MEO GY EQUITY | Metro AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0397 | 529900JAY79MT50JBH87 | | | | | MEYER WERFT GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0398 | 213800E45LWMBVNF3R85 | 3052190-0 | NRWGRHRB8959 | | MNDI LN Equity | Mondi Consumer Packaging International AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0399 | 529900807L67JY81RD65 | 2755947-5 | | | MTX GY Equity | MTU Aero Engines AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0400 | 529900ISR2VNZV1C0T93 | 1182822-5 | | | | MVV Energie AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0401 | 529900UXIUW801PQDI37 | 2597701-8 | | | | N-ERGIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0402 | 529900HVDYCUWVD0OE76 | 2551585-9 | | | | NORDEX SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0403 | 549300UH52ZS8O00MO03 | 1125476-0 | | | | Osram GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0404 | 529900LMI5FN0KFOE272 | 1125552-8 | HRA62024 | | OTVR GR EQUITY | OTTO (GMBH & CO.KG) | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0405 | 529900ELIX8Z8PQ6CU28 | 2593300-3 | | | | PAPIERFABRIK PALM GMBH & CO.KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0406 | 529900HT3KJHBHNHDT64 | 1397102-3 | HRB6100 | | 259743Z GR EQUITY | PERI GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0407 | 52990037VWJGYKGP9877 | 1131747-6 | HRA3551 | | 2590Z GR EQUITY | PHOENIX Pharmahandel GmbH & Co KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0408 | 5299008XQJHPTOF8R354 | 2696731-5 | 241336g | | 661074Z GR EQUITY | Porsche Corporate Finance GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0409 | 529900NY0WWQUKOMWQ37 | 2399699-4 | | | PSM GY EQUITY | ProSiebenSat 1 Media SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0410 | 529900Z5KBA9KJP6EK09 | 1196360-0 | | | | R+V Versicherung AG | DE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0411 | 5299001OU9CSE29O6S05 | 1127893-4 | | | RHM GY EQUITY | Rheinmetall AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0412 | 529900F0LT5OP4SV6122 | 1104684-4 | | | | Robert Bosch GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0413 | 529900BZ1C5S5WQENF25 | 2820967-4 | HRB721056 | | | ROLLS ROYCE POWER SYSTEMS AG FRIEDRICHSHAFEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0414 | 529900GB7KCA94ACC940 | 2531238-0 | HRB14525 | DE0007037129 | RWE GY EQUITY | RWE AKTIENGESELLSCHAFT | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0415 | 529900Q5SR06C5T8NO26 | 1128992-3 | HRB8372 | | 7015557Z GR EQUITY | Salzgitter Mannesmann Handel GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0416 | 529900D6BF99LW9R2E68 | 1308819-0 | | | SAP GY EQUITY | SAP SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0417 | 529900JL0HDVGZMUJF32 | 3043578-8 | | | | Schaeffler Verwaltung Zwei GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0418 | 529900D8QMD1LL0E2393 | 2800313-5 | | | | Schletter GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0419 | 529900DG0F6AGQAP6N55 | 1131407-7 | 55234831 | | | SCHOLZ Holding GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0420 | 5299009QTM3SJL9BNR19 | 2209676-2 | | | | Schott AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0421 | 529900ZCRUJ3J5PYWX81 | 2577577-6 | | | RPW GR EQUITY | SENVION GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0422 | 52990038IB31TYK07X63 | 1129569-8 | | | SGL GY Equity | SGL Carbon SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0423 | W38RGI023J3WT1HWRP32 | 1129508-6 | HRB12300B | | SIE GY EQUITY | Siemens Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0424 | 529900M1LIO0SLOBAS50 | 1532176-3 | HRB1562 | DE0003304002 | SOW GY EQUITY | Software AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0425 | 549300WM0X4AUT710770 | 3278292-2 | | | | Springer Science+Business Media Deutschland GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0426 | 529900FMTTLMH0P0DL10 | 1473528-6 | | | | STADA Arzneimittel Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0427 | 549300YTRYZPM57T3319 | 1132051-2 | | | | STADTWERKE HANNOVER AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0428 | 529900QOJGJ2975GD560 | 2971375-7 | | | | Stahlgruber Otto Gruber AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0429 | 5299003M4PGUGL48LS74 | 3094881-4 | | | | Styrolution Group GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0430 | 529900Y2V1QWBDCBT818 | 2653119-4 | | | | Südwestdeutsche Medien Holding GmbH | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable LCC0431 | 529900S8QNB101D40S72 | 1130211-4 | | | SZU GY EQUITY | Sudzucker AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0432 | 529900D82I6R9601CF26 | 2819960-2 | HRB200436 | | | SYMRISE AG HOLZMINDEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0433 | 529900P710MOUBKZDL27 | 2269857-5 | HEESHRB85143 | | | Techem GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0434 | 529900COI81IT9N2Y682 | 3009289-4 | HRB180660 | | | THÜGA HOLDING GMBH + CO KGAA MÜNCHEN | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0435 | 549300UDG16DOYUPR330 | 2411649-3 | HRB9092 | DE0007500001 | TKA GR EQUITY | THYSSENKRUPP AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0436 | 529900JBK6KNC4HSW032 | 1672825-5 | | | | Tönnies Holding GmbH & Co. KG | DE | Large corporate sample | non-financial corporations | Not applicable | Not applicable LCC0437 | 52990021AYVJLL2XMK94 | 2182800-9 | HRB16654 | | 7010965Z GR EQUITY | TRIMET ALUMINIUM SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0438 | 529900SL2WSPV293B552 | 1126744-0 | | | TUI1 GY EQUITY | TUI AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0439 | 3VEKWPJHTD4NKMBVG947 | 2353095-9 | | | | United Internet AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0440 | XQMNIROSQAS7Y9TT7I97 | | NRWKOHRA24116 | | LBTYA UW Equity | Unitymedia Hessen GmbH & Co. KG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0441 | 529900I1IDJLEXFUYN67 | 3340688-5 | | | | WELTBILD GMBH & CO.

KG, AUGSBURG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0442 | 529900AGED6PJE9AVL37 | 3185940-8 | | | | Vier Gas Transport GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0443 | 52990023338VFV5AIN59 | 1134669-9 | HRA3389 | | | VIESSMANN WERKE GMBH CO KG ALLENDORF | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0444 | W24EDTPHEV8NJOD4FA29 | 1627667-7 | | | | VNG-Verbundnetz Gas Aktiengesellschaft | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0445 | 5299004TYSI0Z73QUE46 | 1227804-0 | HRB725621 | | | Voith GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0446 | 529900NNUPAGGOMPXZ31 | 1134796-0 | | | VOW3 GY EQUITY | Volkswagen AG [VW] | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0447 | 0NURKC5Q3CJYZPPK5046 | 1134904-0 | | | | WACKER CHEMIE AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0448 | 529900KKY5IMBX35M241 | 2679160-8 | HRB7736 | | | Wasser und Gas Westfalen GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0449 | 529900KQ44OJDIDU6J81 | 1135571-6 | | | | WEPA Hygieneprodukte GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0450 | 5299006E92R0717GXP27 | 3189637-6 | HRA16706 | | 0892272D GR EQUITY | WINGAS GmbH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0451 | 529900A8LX4KL0YUTH71 | 2543621-3 | | | WDI GY Equity | Wirecard AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0452 | 529900CAYOWB8YIG7X25 | 1136858-6 | | | | ZF FRIEDRICHSHAFEN AG | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0453 | 549300D2K6PKKKXVNN73 | | 22756214 | DK0010244425 | MAERSKB DC EQUITY | A.P.Møller-Mærsk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0454 | | | 63965812 | | | A/S SCHOUW & CO | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0455 | 549300ADWYS7RRJ8BG19 | | 14244441 | | | Aalborg Portland A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0456 | 549300Y047DQV30CKT47 | | 49723911 | | | ABENA HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0457 | 549300PLP6WVTICKLD32 | | 10526949 | | | ALM. BRAND FORSIKRING A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0458 | 529900IJ6T4P1O10R377 | | 25313763 | | | ARLA FOODS A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0459 | | | 25511484 | | | Atea A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0460 | 213800KB128IK92MCD10 | | 44782510 | | | AVK Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0461 | 2138009LJ6FGTV868W59 | | 22069519 | | | BYGMA GRUPPEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0462 | 5493008YL42784DMWN61 | | 25508343 | DK0010181676 | CARLB DC EQUITY | Carlsberg Breweries A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0463 | | | 27626904 | | | Catering Engros A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0464 | 213800JF2XSR5NXGL660 | | 12760043 | | | Cheminova A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0465 | 549300MKPW8ZF3E8MW37 | | 28318677 | | | Chr. Hansen Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0466 | 213800AWZ8U3FVALIO26 | | 26259495 | | | Coop Danmark A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0467 | 213800UW822WLK2HZF47 | | | | | Copenhagen Airports Denmark ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0468 | 529900BWY373HVUNIC90 | | 28527411 | | | Dagrofa ApS | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0469 | | | 13878595 | | | Dagrofa S-Engros A/S (Foodservice) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0470 | 213800FJJH5XFNFIAK90 | | 23256118 | | | Damstahl A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0471 | 5493007I2KABJNYPD639 | | 20165715 | | | DANFOSS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0472 | | | 59789317 | | | Danish Agro A.M.B.A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0473 | 21380063C9WS18D6WJ21 | | 26121264 | | | Danish Crown A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0474 | 2138007QUZXQLFGCSV45 | | 24246930 | | | DANSK LANDBRUGS GROVVARESELSKAB A | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0475 | 549300FQY6MX8USM0112 | | 35954716 | | 4166777Z DC EQUITY | Dansk Supermarked A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0476 | 549300JUFTJMOTC28B39 | | 28113951 | | | Danske Commodities A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0477 | 213800ZCQ8X5QYJWVQ60 | | 42344613 | | | Det Danske Hedeselskab | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0478 | 549300JZVW1Y1UZ5UK38 | | 14194711 | | | DFDS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0479 | W9NG6WMZIYEU8VEDOG48 | | 36213728 | | | DONG Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0480 | 529900X41C0BSLK67H70 | | 58233528 | DK0060079531 | DSV DC EQUITY | DSV A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0481 | 213800K83X1E9HF1MD69 | | 55828415 | | | DT Group A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0482 | 529900C0U279ORGJC950 | | 45349918 | | | Ecco Sko A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0483 | 213800Z47P2HZJKJSK23 | | 75272014 | | | EGM. INT. HOLD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0484 | 549300JN1F17UXJMM315 | | 17225898 | | | ENERGI DANMARK A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0485 | 5299003X050CWGDW1Z87 | | | | | Energinet.dk SOV | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0486 | 213800MXXDGQ3ITPXI41 | | 58180912 | DK0010234467 | | FLSMIDTH & CO. A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0487 | 549300036WZGCBDPDZ92 | | | | | GF-Forsikring A/S (Unsolicited Ratings) | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0488 | 5493006R4KC2OI5D3470 | | 56759913 | | | H. Lundbeck A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0489 | 213800HTGI1CTA7CKP20 | | 34728712 | | | Hedegaard A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0490 | 213800NLXK98F6PC2R37 | | | | | ISS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0491 | 549300RIPHN847476O42 | | | | | J. LAURITZEN A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0492 | 54930032G32N1F8JBV10 | | | | | KIRKBI INVEST A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0493 | UGKYQUOFW6QSIS3P4P93 | | 47458714 | | LEGO DC EQUITY | LEGO System A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0494 | 52990077KVK7QCK2NG31 | | 56759514 | | | LEO PHARMA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0495 | 529900B5B2U7TIJN7757 | | | | | MONJASA A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0496 | 213800WNLA5AH3U4WI67 | | 12562233 | | | MT HØJGAARD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0497 | 549300UQ0QRC1KXGRE08 | | 20293195 | | | NEAS Energy A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0498 | | | 10845858 | | | Nellemann Holding A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0499 | 529900197LKWCEQ0NL18 | | 62725214 | | | NKT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0500 | 2138007XB7AUOGS4N159 | | 11142141 | | | NORDIC SEAFOOD A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0501 | 2138005ON7KF6M74P542 | | 81203113 | | | Nordisk Dæk Import A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0502 | 549300DAQ1CVT6CXN342 | | | | NOVOB DC Equity | Novo Nordisk A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0503 | 529900T6WNZXD2R3JW38 | | 10007127 | | | NOVOZYMES A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0504 | 213800LALFCP5FJXW153 | | 62497718 | | | Nowaco A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0505 | 213800PRY3GUP6B5GG04 | | 39170418 | | | OK A.m.b.A. | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0506 | 213800RE7TE67AUCJS21 | | 11369677 | | | Polar Seafood Denmark | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0507 | 213800QRC7LNX935OZ09 | | 54879415 | | | Rockwool International A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0508 | | | 42997811 | | | SANISTÅL A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0509 | 549300M5XVDYG4I7CC28 | | 14049673 | | | Scan Global Logistics | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0510 | 5299003KG4JS99TRML67 | | 31080185 | | | SCANDINAVIAN TOBACCO GROUP A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0511 | 529900N96EOVRB114D28 | | 14773908 | DK0060228559 | TDC DC EQUITY | TDC A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0512 | 549300ZSIJREG4GDWJ45 | | | | | Topdanmark A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0513 | 213800A5UXABGUQ3PX11 | | 22460218 | | | TORM A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0514 | 213800BIA5L8OPBER229 | | | | | Tryg Forsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0515 | 213800O8J7U9F8Q8VQ80 | | | | | Tryg Garantiforsikring A/S | DK | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0516 | | | 14003606 | | | Tulip Food Company A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0517 | 54930026SJ2OBLO6M470 | | 25481968 | | | Verdo A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0518 | 549300DYMC8BGZZC8844 | | 00311171460005 | | | VESTAS WIND SYSTEMS A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0519 | 213800RM6L9LN78BVA56 | | 71186911 | | | WILLIAM DEMANT HOLDING A/S | DK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0520 | 5493005044RTLQ5RZU70 | | | | | Eesti Energia AS | EE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0521 | 549300YENFNR57ZJ3X76 | | | | | ABENER ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0522 | 8ZQH7RR6DBQZIX8PEQ84 | ESA41002288 | A41002288 | | ABG/P SM EQUITY | ABENGOA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0523 | 549300GKFVWI02JQ5332 | ESA08209769 | A08209769 | | ABE SM EQUITY | ABERTIS INFRAESTRUCTURAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0524 | 54930002KP75TLLLNO21 | ESA31768138 | A31768138 | | ANA SM EQUITY | ACCIONA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0525 | 95980020140005558665 | ESA28004885 | A28004885 | | ACS SM EQUITY | Actividades de Construccion y Servicios SA [ACS Group] | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0526 | 213800NKU21ZN7P7RT54 | ESA84409408 | A84409408 | | AMS SM EQUITY | Amadeus IT Group SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0527 | | ESA26019992 | A26019992 | | 0468005D SM EQUITY | AQUALIA GESTION INTEGRAL DEL AGUA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0528 | 95980020140005491929 | | A78839271 | | A3M | ATRESMEDIA CORPORACION DE MEDIOS DE COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0529 | 549300MXEGOT8MV1B924 | ESA62186556 | A62186556 | | ONO SM EQUITY | CABLEUROPA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0530 | 549300CGERG48M7P5E96 | | | | | CENTROS COMERCIALES CARREFOUR S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0531 | | ESA46146387 | A46146387 | | 0612929D SM EQUITY | COBRA INSTALACIONES Y SERVICIOS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0532 | | ESA20001020 | A20001020 | | CAF SM EQUITY | CONSTRUCCIONES Y AUXILIAR DE FERROCARRILES (CAF) S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0533 | 95980020140005319366 | ESA48012009 | A48012009 | | OLE SM EQUITY | DEOLEO SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0534 | 54930063C6K2TNFL6H10 | | | | | DISTRIBUIDORA INTERNACIONAL DE ALIMENTACION | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0535 | | ESA15139314 | A15139314 | | DRC SM EQUITY | DRAGADOS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0536 | 529900U1P1JEV71EBO44 | ESA28006104 | A28006104 | | 4367465Z SM EQUITY | EADS CONSTRUCCIONES AERONAUTICAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0537 | 95980020140005374753 | ESA28017895 | A28017895 | | 1082z sm equity | EL CORTE INGLES S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0538 | 95980020140005491250 | | A48027056 | | ENO | ELECNOR S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0539 | 213800VIN4XHLVFIOE10 | | A86484334 | | ENG SQ Equity | Enagas Transportes, S.A.U. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0540 | 549300LHK07F2CHV4X31 | ESA28023430 | A28023430 | | ELE SM EQUITY | ENDESA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0541 | 95980020140005732198 | | | | | ESCAL UGS S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0542 | 95980020140005757903 | ESA81939209 | A81939209 | | FER SM EQUITY | Ferrovial SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0543 | 95980020140005178328 | ESA28037224 | A28037224 | | FCC SM EQUITY | FOMENTO DE CONSTRUCCIONES Y CONTRATAS SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0544 | 549300CKUXDA0CKRQJ56 | ESA80477144 | A80477144 | | GAM SM EQUITY | GAMESA ENERGIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0545 | TL2N6M87CW970S5SV098 | ESA08015497 | A08015497 | | GAS SM EQUITY | GAS NATURAL S.D.G. S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0546 | 95980020140005484363 | ESB48943864 | B48943864 | | 495294Z SM EQUITY | GESTAMP AUTOMOCION S L | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0547 | | ESA58389123 | A58389123 | | GRF SM EQUITY | GRIFOLS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0548 | 213800OILC5Q9AR63B63 | | A09092305 | | | Grupo Antolin-Irausa, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0549 | | ESA84173947 | A84173947 | | 1234Z SM EQUITY | GRUPO ISOLUX CORSAN SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0550 | 5QK37QC7NWOJ8D7WVQ45 | ESA48010615 | A48010615 | | IBE SM EQUITY | Iberdrola SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0551 | 549300GEL7LRGKK0DG70 | | | | | Iberia Lineas Aereas de Espana S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0552 | GGYEFW27TI7Q3C3XB343 | | | | | INDUSTRIA DE DISEÑO TEXTIL S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0553 | 95980020140005007414 | | | | | INMOBILIARIA COLONIAL SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0554 | 549300D4HOJHH0LSET81 | ESA41694266 | A41694266 | | 4516287Z SM EQUITY | INSTALACIONES INABENSA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0555 | 95980020140005317620 | | | | | ISOLUX INGENIERIA, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0556 | 95980020140005606874 | | | | | IZASA DISTRIBUCIONES TECNICAS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0557 | 529900S4UWJNVO9LEH81 | | A60195278 | | 4374129Z | LIDL SUPERMERCADOS S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0558 | UIUPNLHSQI58ZL7O2J82 | | A78346558 | | MAP SQ Equity | Mapfre Re, Compania de Reaseguros, S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0559 | 95980020140005021479 | ESA79075438 | A79075438 | | | MEDIASET ESPAÑA COMUNICACION S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0560 | | ESA78304516 | A78304516 | | MEL SM EQUITY | Melia Hotels International SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0561 | 95980020140005311703 | | | | | NAVANTIA S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0562 | 95980020140005395317 | ESA48010573 | A48010573 | | OHL SM EQUITY | OBRASCON HUARTE LAIN S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0563 | | ESA36603587 | A36603587 | | PVA SM EQUITY | PESCANOVA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0564 | 549300N94L4D5NDBFG97 | ESA28430882 | A28430882 | | | PROSEGUR COMPAÑIA DE SEGURIDAD S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0565 | 54930070W8XSY31XK130 | ESA78003662 | A78003662 | | REE SM EQUITY | Red Electrica de Espana SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0566 | BSYCX13Y0NOTV14V9N85 | | A78374725 | ES0273516007 | REP GY Equity | Repsol, S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0567 | | ESA08000820 | A08000820 | | DMM XT EQUITY | S A DAMM | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0568 | 549300QHD5DP0GOPGX63 | | | | | SOVENA ESPANA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0569 | 213800JEZBUPZKWJGF49 | ESA28092583 | A28092583 | | TRE SM EQUITY | TECNICAS REUNIDAS S A | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0570 | 549300EEJH4FEPDBBR25 | | KvK 24269798 0000 | | TEF SM EQUITY | TELEFONICA SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0571 | | ESA08356727 | A08356727 | | TST SM EQUITY | TESTA INMUEBLES EN RENTA S.A. | ES | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0572 | 549300FM9ZIJB5FCS825 | | | | | TWINS ALIMENTACION SA | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0573 | 95980020140005462150 | ESA79524054 | A79524054 | | 571979Z | URBASER S.A. | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0574 | 5299008CBH6EAEH1VZ37 | ESA28293348 | A28293348 | | | WORLD DUTY FREE GROUP S.A.U., | ES | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0575 | 743700FHGZEV5UGCB005 | | | FI0009010391 | AHL1V FH EQUITY | Ahlstrom Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0576 | 529900Q14KI1SCMIMO82 | | | | | Bayer Nordic SE | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0577 | 5493002B0GOVF42KWX33 | | | | | Cargotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0578 | 549300P8N0P6KDGTJ206 | | | XS0946179529 | TY2 GS Equity | Citycon OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0579 | 743700TU2S3DXWGU7H32 | | 0116510-6 | XS0973806861 | EIA GM Equity | Elisa Corporation | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0580 | 7437006ZZI1F7CUA5518 | | | | | Fingrid Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0581 | 213800SB6EOB8SSK9W63 | | | FI0009003230 | FIA1S FH EQUITY | Finnair Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0582 | 743700BKTW4EQIVKYY42 | | | FI0009000400 | FIS1V FH EQUITY | Fiskars Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0583 | 635400IUIZZIUJSAMF76 | | | FI0009007132 | FUM1V FH EQUITY | Fortum Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0584 | 74370031Y7RK5H88CQ48 | | | FI0009004824 | KRA1V FH EQUITY | Kemira Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0585 | 743700OX6HSVMCAHPB95 | | | | | KESKO OYJ | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0586 | 2138001CNF45JP5XZK38 | 1927400-1 | HRB57225 | | KC4 GR EQUITY | Kone GmbH | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0587 | 2138007FRMWVPUDCMA45 | | | FI0009007835 | MEO1V FH EQUITY | Metso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0588 | 5493009GY1X8GQ66AM14 | | | FI0009013296 | NES1V FH EQUITY | Neste Oil Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0589 | 549300A0JPRWG1KI7U06 | | | FI0009000681 | NOK1V FH EQUITY | Nokia Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0590 | 743700YQIO8Y4L4WKR40 | | | | | Nokian Renkaat Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0591 | 74370061PO7C10E3PA54 | | | | | Norilsk Nickel Harjavalta Oy | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0592 | 5493009YRUJJDCFF0R80 | | | FI0009002422 | OUT1V FH EQUITY | Outokumpu Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0593 | 549300R0VN9C371W0E07 | | | FI0009014575 | OTE1V FH EQUITY | Outotec Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0594 | 743700X6KUJ0Z8GJIF03 | | | | | POHJOLAN VOIMA OY | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0595 | 743700CIR72J2LJZO637 | | | | | Ramirent Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0596 | 743700XJC24THUPK0S03 | | | FI0009007694 | SAA1V FH EQUITY | Sanoma Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0597 | 743700IFQI6W89M1IY95 | | | | | STOCKMANN OYJ ABP | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0598 | 7437000ZP669LKUTZ738 | | | | STERV FH EQUITY | Stora Enso Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0599 | 743700LQ48IZBTZN4S52 | | 0196656-0 | XS1043513529 | | Teollisuuden Voima Oyj(TVO) | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0600 | 743700PKLY067IZIF588 | | | | | Tikkurila Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0601 | 213800EC6PW5VU4J9U64 | | | FI0009005987 | UPM1V FH EQUITY | UPM-Kymmene Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0602 | 743700G7A9J1PHM3X223 | | | FI0009003727 | WRT1V FH EQUITY | Wärtsilä Oyj Abp | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0603 | 549300TLDC3IQX97WU26 | | | | | Wihuri Packaging Oy | FI | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0604 | 529900M13GM4VSTE6W80 | | | | | YIT Oyj | FI | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0605 | 969500QZC2Q0TK11NV07 | | | | AC FP EQUITY | Accor SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0606 | 969500PJMBSFHYC37989 | | | | ADP FP Equity | Aeroports de Paris S.A. (ADP) | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0607 | 969500AQW31GYO8JZD66 | | | FR0000031122 | | AIR FRANCE -KLM | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0608 | 969500MMPQVHK671GT54 | | | | AI FP EQUITY | Air Liquide SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0609 | 969500RAZNDFVFATTJ14 | | | | | ALCATEL LUCENT INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0610 | 969500CCRD8GYWLG6R54 | | 542019096 | FR0000130007 | ALU FP EQUITY | Alcatel Lucent S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0611 | 969500TZFFAS8XMVPQ44 | | | | ALALF UV Equity | ALCATEL-LUCENT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0612 | 549300W64S5Q0I46LK20 | | | | | ALSTOM HOLDINGS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0613 | 96950032TUYMW11FB530 | | | | ALO FP EQUITY | Alstom SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0614 | 9695007B0RXQCHHTGR34 | | 305207169 | | AREVA FP EQUITY | AREVA NC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0615 | 96950026BLIV09FMSM49 | | | | AKE FP EQUITY | Arkema Group SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0616 | | | | | ATO FP EQUITY | Atos Origin SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0617 | 213800U12KWYZEECZ934 | | 572139996 | | ASF FP EQUITY | AUTOROUTES DU SUD DE LA FRANCE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0618 | 9695002SV2VP9CU42826 | | | | ARR FP EQUITY | Autoroutes Paris-Rhin-Rhone SA [APRR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0619 | F5WCUMTUM4RKZ1MAIE39 | | | | | AXA SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0620 | 969500MOCLNQFNZN0D63 | | 572015246 | | EN LI Equity | BOUYGUES SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0621 | 96950077L0TN7BAROX36 | | | | CAP FP EQUITY | Cap Gemini Sogeti SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0622 | 549300B8P6MUJ1YWTS08 | | | | CA FP EQUITY | Carrefour SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0623 | 969500VHL8F83GBL6L29 | | 554501171 | FR0000125585 | CO FP EQUITY | CASINO GUICHARD — PERRACHON | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0624 | 9695001K81BDUET02H66 | | | | CGM FP EQUITY | Cegedim SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0625 | 969500FCVQ5SLAAUJV59 | | | | GA S1 Equity | CGG | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0626 | 969500WESYQMQ1F2C272 | | | | | CHRISTIAN DIOR | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0627 | 969500BZJ49IICIBZZ08 | | | | | CMA CGM S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0628 | 969500QKVPV2H8UXM738 | | | | CNP FP Equity | CNP Assurances | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0629 | 213800CP8292W9E8LJ69 | | 552115891 | | DG FP Equity | Cofiroute | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0630 | 969500DZBBMYHB8NAM93 | | 552025314 | FR0000121634 | RE FP EQUITY | COLAS SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0631 | NFONVGN05Z0FMN5PEC35 | | | | SGO FP EQUITY | Compagnie de Saint-Gobain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0632 | 549300SOSI58J6VIW052 | | | | ML FP EQUITY | Compagnie Generale des Etablissements Michelin SCA [CGEM] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0633 | 969500D8BWYH453FLN28 | | | | | CRISTAL UNION | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0634 | 85OKW2SW05RZFQS1W718 | | | | JJ FP EQUITY | Crown European Holdings SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0635 | 969500H6VMRN7AY1ZU14 | | 441133808 | | 85117Z FP EQUITY | DCNS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0636 | 9695006LOD5B2D7Y0N70 | | | | EDEN FP Equity | Edenred S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0637 | | | | FR0000130452 | FGR FP EQUITY | Eiffage SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0638 | 549300X3UK4GG3FNMO06 | | | FR0010242511 | EDF FP EQUITY | Electricite de France SA [EDF] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0639 | 9695001HM585I0NEI780 | | 380543678 | | | Elior | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0640 | 549300LUH78PG2MP6N64 | | | | | Eramet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0641 | 549300M3VH1A3ER1TB49 | | 712049618 | FR0000121667 | EI FP EQUITY | ESSILOR INTERNATIONAL | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0642 | 529900HC20ELW4B6XI30 | | | | | Euler Hermes France | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0643 | 52990087UKA0U2TO8412 | | 352383715 | | 117052Z FP EQUITY | EUROCOPTER SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0644 | MINO79WLOO247M1IL051 | | | | EAD FP Equity | European Aeronautic Defence & Space Co NV [EADS] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0645 | 549300MCOOY1V7P2PG30 | | | | ETL FP Equity | Eutelsat S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0646 | 969500WASBF8AZP8TC02 | | 323288563 | FR0000053142 | LEY FP EQUITY | FAIVELEY TRANSPORT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0647 | 969500F0VMZLK2IULV85 | | | FR0000121147 | EO FP EQUITY | Faurecia S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0648 | 969500UPKU9VF8XAEU18 | | 775625767 | | 1044Q FP EQUITY | FINANCIERE AGACHE SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0649 | 969500P8M3W2XX376054 | | | | | Fonciere des Regions | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0650 | 969500MCOONR8990S771 | | | | FTE FP EQUITY | France Telecom SA / Orange SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0651 | 5493005GNGE7UFJCIL03 | | | | FBEL FP EQUITY | Fromageries Bel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0652 | 969500YWO65OHPVAHN71 | | | | | GALERIES LAFAYETTE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0653 | LAXUQCHT4FH58LRZDY46 | | | FR0010208488 | GSZ FP EQUITY | GDF Suez SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0654 | 5299007I0OJCYZX6IL07 | | | | | GEA Batignolles Technologies Thermiques SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0655 | 9695003E4MMA10IBTR26 | | 592014476 | | | Gecina | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0656 | 9695004TMMZ3JBKJO332 | | 377791967 | | UG FP Equity | GIE PSA Tresorerie | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0657 | 969500ASEC557H5A4F22 | | 476180625 | | | Groupe Auchan S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0658 | 969500KMUQ2B6CBAF162 | | | | BN FP EQUITY | Groupe Danone SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0659 | 969500O3KMCBQT8KGK58 | | | | | Groupe Soufflet SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0660 | 969500FY5T5MLH4G9A95 | | | | RIA FP EQUITY | Groupe Steria SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0661 | 969500LYSYS0E800SQ95 | | 408168003 | | | Holding Bercy Investissement SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0662 | 969500I3QVK40XEORU25 | | 495137077 | | | HOLDING D'INFRASTRUCTURES DES METIERS DE L'ENVIRONNEMENT | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0663 | 969500UDH342QLTE1M42 | | 582074944 | FR0000035081 | ICAD FP EQUITY | ICADE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0664 | 969500FZ9BTRZS3JNB97 | | 342376332 | FR0004035913 | ILD FP EQUITY | ILIAD | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0665 | 54930075MZSSIB2TGC64 | | 449354224 | FR0000120859 | NK FP EQUITY | IMERYS S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0666 | 9695002OY2X35E9X8W87 | | | | | Ipsos SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0667 | 549300ORN5E1P46ATH26 | | 440413730 | | IT IM Equity | Italcementi Finance S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0668 | 9695009KV7AFPDEI5S30 | | | | DEC FP EQUITY | JCDecaux SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0669 | 549300VGEJKB7SVUZR78 | | 552075020 | | PP IM Equity | Kering S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0670 | 969500PB4U31KEFHZ621 | | 780152914 | | | Klepierre S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0671 | 969500L0T16HX3R78P61 | | | | | La Mondiale | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0672 | 9695000YG7TR7PAP0L59 | | | | 222691Z FP EQUITY | La Poste [France] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0673 | 969500O558W10MK2JF76 | | | | | Labco SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0674 | 549300DNNL29KCEPRZ85 | | | FR0000120537 | LG FP EQUITY | Lafarge SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0675 | 969500VX2NV2AQQ65G45 | | | | MMB FP EQUITY | Lagardere SCA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0676 | 969500TJLHIZLFRWEQ48 | | | FR0010307819 | LR FP EQUITY | Legrand | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0677 | 969500C0B8YR7HT3OM14 | | | | 221202Z FP EQUITY | Limagrain SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0678 | 529900JI1GG6F7RKVI53 | | | FR0000120321 | OR FP EQUITY | L'Oréal | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0679 | IOG4E947OATN0KJYSD45 | | | | MC FP EQUITY | LVMH Moet Hennessy Louis Vuitton SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0680 | | | | | MDCA FP EQUITY | Medica France SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0681 | 969500081CGAXB7YS433 | | 424064707 | | | Mercialys | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0682 | 969500DZ56QVIKRIU954 | | | | | Monoprix SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0683 | 96950015FU78G84UIV14 | | | | NEX FP EQUITY | Nexans SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0684 | 549300DMQNOND6LEVJ13 | | | | | Novacap SA | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0685 | 969500CDLQKYAR1PT761 | | | | | NutriXo SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0686 | 969500SHDTSMKBXKKO85 | | | | | Oberthur Technologies S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0687 | 52990097YFPX9J0H5D87 | | | FR0000120693 | RI FP EQUITY | PERNOD RICARD S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0688 | 969500TZ5950IT5FPQ42 | | | | UG FP EQUITY | Peugeot SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0689 | 969500C0PA29TV19CT55 | | | | 221410Z FP EQUITY | Picard Surgeles SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0690 | | | | | PP FP EQUITY | Pinault Printemps Redoute SA [PPR] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0691 | 2138004KW8BV57III342 | | | FR0000130577 | PUB FP EQUITY | Publicis Groupe SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0692 | 969500AI7V5V0J9TOU58 | | | | RAL FP EQUITY | Rallye SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0693 | 5493004V6A3Z027YT216 | | | | RCO FP Equity | Remy Cointreau S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0694 | 969500F7JLTX36OUI695 | | | FR0000131906 | RNO FP EQUITY | RENAULT S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0695 | 969500VZN4KDEZ14C105 | | 412280737 | | 224063Z FP EQUITY | RESEAU FERRE DE FRANCE | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0696 | 969500N6AVPA51648T62 | | | | RXL FP Equity | Rexel SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0697 | 969500FO141C5967KC72 | | | | | Roquette Freres | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0698 | 969500JRJW0K2ET1UP76 | | 444619258 | | 226514Z FP EQUITY | RTE EDF TRANSPORT SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0699 | 969500UIC89GT3UL7L24 | | | | SAF FP EQUITY | Safran SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0700 | 549300E9PC51EN656011 | | 395030844 | | SAN FP Equity | SANOFI S.A. | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0701 | 969500A1YF1XUYYXS284 | | | | SU FP EQUITY | Schneider Electric SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0702 | 96950056ULJ4JI7V3752 | | | | SCR FP Equity | SCOR SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0703 | 969500WP61NBK098AC47 | | | | SK FP EQUITY | SEB SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0704 | 969500KDAUM9TYWQTR36 | | 470801168 | | 286575Z FP EQUITY | SOC NATIONALE IMMOBILIERE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0705 | 969500LCBOG12HXPYM84 | | | | SW FP EQUITY | Sodexho Alliance SA [Sodexo] | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0706 | 9695005U38X1SF184325 | | 552028425 | | QS3 GF Equity | Solocal Group | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0707 | 969500VEVOWR22R2YR86 | | | | 9876578Z FP Equity | Sonepar SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0708 | 969500A4MXJ3ESPHK698 | | 552049447 | | 224507Z FP EQUITY | STE NATIONALE DES CHEMINS DE FER FRANCAIS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0709 | 9695001UJ7FMZ37G6N39 | | 572119550 | | 593377Z FP EQUITY | SUCRES ET DENREES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0710 | 9695002EVBYM5B2OIP31 | | | | 4699377Z FP Equity | Tarkett SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0711 | 969500NQMNC0PVUY8V74 | | | | TEC FP EQUITY | Technip SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0712 | 529900FNDVTQJOVVPZ19 | | | | HO FP EQUITY | Thales SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0713 | | | 542051180 | FR0000120271 | FP FP EQUITY | TOTAL SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0714 | 969500BWNQ1B0PI06I59 | | 492520333 | | | Tyrol Acquisition 2 SAS | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0715 | 969500SHQITWXSIS7N89 | | 682024096 | FR0000124711 | UL NA EQUITY | UNIBAIL RODAMCO SE | FR | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0716 | 5493006IH2N2WMIBB742 | | | | FR FP Equity | Valeo S.A.

| FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0717 | 969500P2Q1B47H4MCJ34 | | | | VK FP EQUITY | Vallourec SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0718 | 969500LENY69X51OOT31 | | | | VIE FP EQUITY | Veolia Environnement SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0719 | 9695009YI1863TOVDP79 | | | | | Vicat SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0720 | 213800WFQ334R8UXUG83 | | | | DG FP EQUITY | Vinci SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0721 | 969500FU4DRAEVJW7U54 | | | | VIV FP EQUITY | Vivendi SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0722 | 969500M98ZMIZYJD5O34 | | 572174035 | | MF FP Equity | Wendel | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0723 | 969500SFFMSIHH11UO32 | | | | ZC FP EQUITY | Zodiac Aerospace SA | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0724 | 549300MJIRPTCHAYW359 | | 7847174 | | | ABP Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0725 | 213800B4XZJ3ZDM7CL47 | | | | AFR LN Equity | Afren plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0726 | 2138003R7TGCSVF27H47 | | SC177553 | GB00B4WQ2Z29 | AGK LN Equity | AGGREKO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0727 | 213800HPMHRN3PT62M97 | | 06279732 | | 0807384D LN EQUITY | AIRTANKER FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0728 | DTA07N5U5HK2KC1SCM04 | | 01675285 | GB0000282623 | | AMEC Foster Wheeler plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0729 | 2Y33NQ5FPI8PR8L9QX13 | | 2854310 | | AML LN Equity | Amlin PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0730 | 213800DL377MH46PDY63 | | 4330322 | | | Anglian Water Services Financing Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0731 | 549300S9XF92D1X8ME43 | | 3564138 | GB00B1XZS820 | AAL LN EQUITY | Anglo American Plc. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0732 | VVT2B79I2Z4U3R6BY589 | | 7876075 | | AON UN Equity | Aon plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0733 | | | | GB00B15Y0C52 | | AP ALTERNAT ASSETS | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0734 | 549300F4RYR1DNTO2O39 | | 6137924 | | | Arqiva Financing No. 1 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0735 | GBQKSY6W7G0OHCQ8OQ72 | | 293262 | | ABF LN Equity | Associated British Foods PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0736 | PY6ZZQWO2IZFZC3IOL08 | | 2723534 | | ZEG GY Equity | AstraZeneca PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0737 | YF0Y5B0IB8SM0ZFG9G81 | | 2468686 | | AV/ LN EQUITY | Aviva Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0738 | 213800TSKOLX4EU6L377 | | 02342138 | GB0009697037 | BAB LN Equity | Babcock International Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0739 | 8SVCSVKSGDWMW2QHOH83 | | 1470151 | | BA/ LN EQUITY | BAE Systems Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0740 | CT4UIJ3TUKGYYHMENQ17 | | 395826 | GB0000961622 | BBY LN EQUITY | Balfour Beatty plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0741 | 2138006R85VEOF5YNK29 | | 604574 | | BDEV LN EQUITY | Barratt Developments Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0742 | 2138001T2QEV5RXMFI32 | | 00053688 | GB00B1FP8915 | BBA LN Equity | BBA AVIATION PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0743 | | | 1480047 | | BRSN LN Equity | Berendsen Plc [ex-Davis Service Group Plc] | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0744 | | | | | 0134146D LN Equity | Best Buy Europe Distributions Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0745 | V1LV067AJN766PCJIG11 | | 3763515 | | BG/ LN Equity | BG Energy Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0746 | 549300C116EOWV835768 | | 3196209 | | BLT LN Equity | BHP Billiton Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0747 | VK07P8T49UYFO085O712 | | 3114356 | | BMW HB Equity | BMW (UK) Capital plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0748 | 213800V93QFW53NB7Y29 | | 1036959 | | | Bodycote International Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0749 | 213800TGK6XXFA2TBO31 | | 3558065 | | | Boparan Holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0750 | 213800M11ELCLQ8VF938 | | 4011660 | | | Bourne Leisure Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0751 | 549300ZPID4GQRDWI318 | 1104733-9 | HRB113611 | | BP/ LN EQUITY | BP Europa SE | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0752 | G1KG0OQD10NOMCMLDZ35 | | 00542515 | | BP/ LN EQUITY | BP INTERNATIONAL LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0753 | 213800MBRRUVQIONAN53 | | 4578621 | | BXB AT Equity | Brambles Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0754 | 549300136VSBKI0Q8750 | | 5262170 | | | Brenntag UK Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0755 | 375X9PSJLLOV7F21O626 | | 01777777 | | IAG LN EQUITY | BRITISH AIRWAYS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0756 | 2138001S874P3WKNCV04 | | 3407696 | | BATS LN EQUITY | British American Tobacco Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0757 | 5493000IBP32UQZ0KL24 | | RC000057 | | | British Broadcasting Corporation | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0758 | RV5B68J2GV3QGMRPW209 | | 621920 | | | British Land Company PLC (The) | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0759 | 2138003TS48MQKF4BZ29 | | 9256967 | | BSY LN EQUITY | British Sky Broadcasting Group Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0760 | 549300OWFMSO9NYV4H90 | | 01800000 | | BT/A LN EQUITY | BRITISH TELECOMMUNICATIONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0761 | 635400L3NVMYD4BVCI53 | | 5604923 | | BVIC LN Equity | Britvic PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0762 | | | 358948 | GB00B0744B38 | BNZL LN EQUITY | BUNZL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0763 | ZIMCVQHUFZ8GVHENP290 | | 2779134 | | | Bupa Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0764 | 213800J3MPR8KO94D535 | | 3458224 | | BRBY LN Equity | Burberry Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0765 | 213800UL7Z7B6GLBZ213 | | 3314066 | | | C&J Clark Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0766 | CMIGEWPLHL4M7ZV0IZ88 | | 2081330 | | CPI LN EQUITY | Capita Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0767 | 6SNZTEXLR1M5211YYB89 | | | | CLLN LN EQUITY | Carillion Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0768 | 4DR1VPDQMHD3N3QW8W95 | | 4039524 | | CCL LN EQUITY | Carnival Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0769 | 2138001E12GWLLDQQF16 | | 7105905 | | CPW LN Equity | DIXONS CARPHONE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0770 | E26EDV109X6EEPBKVH76 | | 3033654 | GB00B033F229 | CNA LN EQUITY | CENTRICA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0771 | 549300IF6EUDVXYQI061 | | 5900853 | | | CEVA Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0772 | 213800U9A54VQJ5P2J41 | | 86662 | | CHG LN Equity | Chemring Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0773 | 213800J2J3TOOI176M73 | | 5212407 | | CINE LN Equity | CINEWORLD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0774 | 213800A41R9NL49E5632 | | 00030470 | GB00B07KD360 | COB LN Equity | COBHAM PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0775 | 2138008M6MH9OZ6U2T68 | | 4083914 | | CPG LN EQUITY | Compass Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0776 | 6354003CVDDPNXREIR29 | | FC031117 | | | CPUK Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0777 | 4OFD47D73QFJ1T1MOF29 | | 184594 | | DMGT LN Equity | Daily Mail and General Trust Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0778 | 213800NPR9YDSBO86U08 | | 03162897 | GB0002502812 | | DAIRY CREST GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0779 | 5493007MMUEIF4NJG110 | | 5448421 | | DEB LN EQUITY | Debenhams Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0780 | 213800J4UVB5OWG8VX82 | | 3369634 | | DPH LN Equity | Dechra Pharmaceuticals PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0781 | 213800BXKQ9KZNUR1M61 | | 1819699 | | | Derwent London PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0782 | 213800ZVIELEA55JMJ32 | | 23307 | | DGE FP Equity | Diageo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0783 | 2138005HMFMTYXNEEX13 | | SC000750 | | | DIAGEO SCOTLAND LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0784 | 5299004HGJWHJ71M5T77 | | 5671205 | | | DNL UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0785 | 2138001GRMZ39JRSE316 | | 01363137 | GB0002748050 | DNO LN Equity | DOMINO PRINTING SCIENCES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0786 | 39RSBE4RCI4M15BLWH36 | | 1377658 | | SMDS LN EQUITY | DS Smith Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0787 | 2138001LSWETH5TDQG53 | | 2366777 | | | DWR Cymru Cyfyngedig | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0788 | 213800U5R8Q5KGM2KU56 | | 2366906 | | | Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0789 | 549300XUUK1H52EDCK10 | | | | | EDC Finance Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0790 | 549300ZM2QCFG22BOJ03 | | 2366949 | | | Electricity North West Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0791 | 549300KVXDURRKVW7R37 | | 647788 | | ECM LN EQUITY | Electrocomponents Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0792 | 2138008LJU6WFQWOXJ73 | | 7140891 | | ENQ LN Equity | EnQuest plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0793 | 7N0UJMJLXD0MDT5D5086 | | 7023598 | | | Ensco plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0794 | 549300V1O67HJV48FS61 | | 6845434 | | | ENW Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0795 | 5493007MOZNA03BVNE96 | | 5444653 | | ESNT LN Equity | ESSENTRA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0796 | 21380023G8LF55V46281 | | 02954623 | 0 | | EUROPEAN METAL RECYCLING LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0797 | 213800SVCZ6YZ8YJI569 | | 2462001 | | 4379945Z LN Equity | Eurostar International Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0798 | 5493002X7O83FCJVYO69 | | 7329930 | | | Eversholt Funding Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0799 | JPO68XMABX4DR21BNE65 | | 8263590 | | 0274811Z LN Equity | Everything Everywhere Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0800 | 54930080DFVZ551GGT17 | | | | EVR LN EQUITY | Evraz Group S.A. | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0801 | 635400RXXHHYT1JTSZ26 | | 653331 | | | EXPERIAN PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0802 | 213800JLG5TPE3RBYG56 | | 4094619 | | | FIRST CHOICE HOLIDAYS FINANCE LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0803 | 549300DEJZCPWA4HKM93 | | SC157176 | | FGP LN EQUITY | First Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0804 | 549300JXWH1UV5J0XV81 | | 6344120 | | FRES LN Equity | Fresnillo plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0805 | 213800WTATMITUGXJQ69 | | FC031364 | | | Friends Life Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0806 | 549300L3KWKK8X35QR12 | | 4992207 | | GFS LN EQUITY | G4S Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0807 | 213800OOHUV3HHP46A02 | | 00836539 | GB00B3Y2J508 | GFRD LN Equity | GALLIFORD TRY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0808 | 213800E8KX2VV9YDY362 | | 1991018 | | | Gatwick Airport Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0809 | 549300IK25CZHKVLAL89 | | 03768267 | | 1844538Z LN EQUITY | Gazprom Marketing and Trading Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0810 | 5493007Q8VD7Q3ZYZS59 | | 2258699 | | GS7 GY Equity | GlaxoSmithKline Capital PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0811 | | | 3888792 | GB0009252882 | GSK LN EQUITY | GlaxoSmithKline plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0812 | 213800N9W2D8A4GJGR36 | | 04542769 | | 2006623Z LN EQUITY | GLENCORE ENERGY UK LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0813 | 213800QIJMYMW6TSBG41 | | 5333192 | | GNK LN Equity | Greene King Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0814 | 213800R9N5F2WRMGTR50 | | 24511 | | GNK LN EQUITY | Greene King Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0815 | 213800U8JEPF65PSKU22 | | 6143540 | | | GUARDIAN DIGITAL COMMUNICATIONS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0816 | 2138007FRGLUR9KGBT40 | | 00040932 | GB0004052071 | HLMA LN Equity | HALMA PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0817 | 213800G1C9KKVVDN1A60 | | 360632 | GB0004065016 | HMSO LN EQUITY | Hammerson PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0818 | 529900N6RQR0PX7ZTR62 | | 4626078 | | HEI GY Equity | Hanson Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0819 | 213800QC8AWD4BO8TH08 | | 2150950 | | HAS LN Equity | Hays PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0820 | 549300J5R8AWMHPE7O05 | | 1991017 | | | Heathrow Airport Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0821 | 7TI96JO3DYEIQWZ7Z726 | | 99529 | | | Heathrow Funding Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0822 | 213800YRHAPNN54BKN78 | | 5863533 | GB00B19NKB76 | HOME LN EQUITY | HOME RETAIL GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0823 | 213800UTXVFRH9XBL453 | | 7939278 | | | Iceland Acquico Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0824 | 213800FGWQXPVI86SE26 | | 5879252 | | | Iglo Foods MidCo Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0825 | | | 3236483 | GB0004544929 | IMT LN EQUITY | Imperial Tobacco Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0826 | 2138002D68XDR4LZCG32 | | 7084307 | | | Ineos Finance plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0827 | | | 5134420 | | IHG LN EQUITY | Intercontinental Hotels Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0828 | 549300OGASR5WRKJ8R68 | | 2234775 | | | INTERMEDIATE CAPITAL GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0829 | | | | GB00B19DVX61 | ISYS LN EQUITY | Invensys plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0830 | ZLECI7ED2QMWFGYCXZ59 | | 4967001 | | ITV LN Equity | ITV plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0831 | 213800VGZAAJIKJ9Y484 | | 185647 | | SBRY LN EQUITY | J Sainsbury Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0832 | 529900RRNKUM3INJGF98 | | KvK 34233247 0000 | | JBH LN EQUITY | JAB Holdings B.V. | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0833 | 213800CHWARFAAN7UB85 | | 1709784 | | JDW LN EQUITY | JD Wetherspoon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0834 | 5493008LNN1X4R79PJ89 | | SC034970 | GB0005790059 | | JOHN MENZIES PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0835 | 549300PLYY6I10B6S323 | | SC036219 | GB00B5N0P849 | WG/ LN Equity | JOHN WOOD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0836 | 2138001AVBSD1HSC6Z10 | | 33774 | GB0004764071 | JMAT LN EQUITY | JOHNSON MATTHEY PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0837 | 213800JFIBCR4LGUA242 | | SC015382 | GB0004769682 | | JOHNSTON PRESS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0838 | | | 06467400 | | KAZ LN EQUITY | KAZ MINERALS FINANCE PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0839 | 2138002RKCU2OM4Y7O48 | | 02708030 | GB0004915632 | KIE LN Equity | KIER GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0840 | 213800KBMEV7I92FY281 | | 1664812 | | KGF LN EQUITY | Kingfisher Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0841 | 213800QOWHF5R9VLL274 | | 1429533 | | LAD LN Equity | Ladbrokes plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0842 | 213800JH9QQWHLO99821 | | 1417162 | | LGEN LN Equity | Legal & General Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0843 | 549300BSGXG3QLIQYT84 | | 8379990 | | | Liberty Global plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0844 | 213800JDI3GTKPG4XI38 | | 3929195 | | | London Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0845 | 213800QAUUUP6I445N30 | | 05369106 | GB00B0SWJX34 | LSE LN Equity | LONDON STOCK EXCHANGE GROUP PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0846 | 213800JP7STUK5WKRE92 | | 1000608 | | MMC LN Equity | MANAGEMENT CONSULTING GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0847 | 213800IU37OVVT5ZXP41 | | 8338561 | | | Manchester Airport Group Funding PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0848 | 213800CN1RI3UCIZWB95 | | 214436 | | MKS LN EQUITY | Marks & Spencer Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0849 | 213800HQB746UJ9UWM15 | | 5135049 | | MARS LN Equity | Marston's Issuer PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0850 | 213800Q6RP3ZJ2CZR962 | | 31461 | | | Marston's PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0851 | 549300QSUNKAEBMYIR16 | | 2798634 | | | McBride plc | GB | Large corporate sample | non-financial corporations | Not applicable | Not applicable LCC0852 | YMFO3TKB4UAWQTDZJJ31 | | 432989 | | MGGT LN Equity | Meggitt Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0853 | 213800E7QA1U8BF34219 | | 4778667 | | MAB LN Equity | Mitchells & Butlers Finance Plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0854 | 213800LOZA69QFDC9N34 | | 6209386 | GB00B1CRLC47 | MNDI LN EQUITY | Mondi Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0855 | 4PQUHN3JPFGFNF3BB653 | | 2068222 | | | Morgan Stanley & Co. International plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0856 | 213800A8IQEMY8PA5X34 | | 2590560 | | NEX LN Equity | National Express Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0857 | 8R95QZMKZLJX5Q2XR704 | | 4031152 | | NGG LN EQUITY | National Grid Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0858 | 213800H88F5EE4B1D697 | | 5090412 | | | Network Rail Infrastructure Finance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0859 | 213800UGAULQ1FVD4B35 | | 1618428 | | | NEW LOOK RETAILERS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0860 | 213800WQD8ECPZP9PH98 | | 4412362 | | NXT LN EQUITY | Next Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0861 | 549300JIM3ERGZFGGL27 | | 6428375 | | | North West Electricity Networks Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0862 | 635400GPHRFKZQIBUK45 | | NI026892 | | | Northern Ireland Electricity Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0863 | 213800B3ZUTDOZYVJB41 | | 53171 | | NTG LN EQUITY | Northgate Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0864 | 213800PWPM9HZIEEO670 | | 2366703 | | | Northumbrian Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0865 | 213800WWVCAPAMOZ1M98 | | 5584873 | | | NSG UK Enterprises Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0866 | | | | | 2158036Z LN EQUITY | Omnicom Financial Services Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0867 | 213800G8P2ULTOP62Q95 | | 5915896 | | | Osprey Acquisitions Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0868 | 213800J364EZD6UCE231 | | 00775598 | GB0006650450 | OXIG LN Equity | OXFORD INSTRUMENTS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0869 | 213800NL5NLBY6YIBI88 | | 2019023 | | 6752 JT Equity | Panasonic Finance (Europe) plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0870 | 2138004JBXWWJKIURC57 | | 53723 | | PSON LN EQUITY | Pearson Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0871 | | | 2304195 | | PDG LN EQUITY | Pendragon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0872 | 213800V1CCTS41GWH423 | | 02366640 | GB00B18V8630 | | PENNON GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0873 | | | 1818486 | | PSN LN EQUITY | Persimmon Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0874 | 549300OPFWKTD6BUFP71 | | 4267536 | | PPL UN Equity | PPL UK DISTRIBUTION HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0875 | 213800U93SZC44VXN635 | | 00668987 | GB00B1Z4ST84 | PFG LN Equity | PROVIDENT FINANCIAL PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0876 | XB3CXKKKED7OMV80FY35 | | 00019457 | GB00B19Z1432 | PZC LN Equity | PZ CUSSONS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0877 | 213800791EF5XP7WW494 | | 2641728 | | QBE AT Equity | QBE European Operations PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0878 | 213800NRSZ1N2Y6LEX44 | | 5777981 | | | R&R Ice Cream plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0879 | 5493003JFSMOJG48V108 | | 6270876 | | RB/ LN Equity | Reckitt Benckiser Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0880 | 549300WSX3VBUFFJOO66 | | 2746616 | | | Relx Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0881 | 549300VN4WV7Z6T14K68 | | 5393279 | | RTO LN EQUITY | Rentokil Initial Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0882 | 549300JJKH86IWQ78005 | | 191285 | | REX LN EQUITY | Rexam Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0883 | 2138009113L7IDGEM175 | | 358901 | | RIO LN Equity | Rio Tinto Finance plc | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0884 | X57JK1U580XATGR67572 | | 1003142 | | RR/ LN EQUITY | Rolls-Royce Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0885 | 213800ANK59AYB612F23 | | 93792 | | RSA LN Equity | Royal & Sun Alliance Insurance PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0886 | 213800JQB9FWF5SD6F42 | | 4138203 | | | ROYAL MAIL GROUP LTD | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0887 | | | 2578443 | | RPC LN EQUITY | RPC Group | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0888 | 549300HOGQ7E0TY86138 | | 2339826 | | RSA LN Equity | RSA Insurance Group PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0889 | Y4DQT2X5DDRE70QFR206 | | 3528416 | | SAB LN EQUITY | SABMiller Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0890 | 549300Y7M5CC1U5DBX07 | | SC264065 | | | Scotland Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0891 | 549300KI75VYLLMSK856 | | SC117119 | | SSE LN EQUITY | SSE Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0892 | 213800X1T29YFAYMPC26 | | SC144517 | | AGN NA Equity | Scottish Equitable PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0893 | 21380085VKJ5NICZBA52 | | SC193794 | | IBE SQ Equity | Scottish Power Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0894 | 549300WPVG0TZSPBYR76 | | SC199549 | | LLOY LN Equity | Scottish Widows PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0895 | 213800XC35KGM9NFC641 | | 167591 | | | SEGRO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0896 | 549300PT2CIHYN5GWJ21 | | 02048608 | GB0007973794 | | SERCO GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0897 | 213800RPBXRETY4A4C59 | | 2366619 | | SVT LN EQUITY | Severn Trent Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0898 | 213800CNEIDZBL17KU22 | | SC077438 | | SKS LN EQUITY | Shanks Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0899 | 213800VDC1BKJEZ8PV53 | | 00998314 | GB0008025412 | SHI LN Equity | SIG PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0900 | 213800ZTMDN8S67S1H61 | | 00324357 | GB0009223206 | SN/ LN Equity | SMITH & NEPHEW PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0901 | 213800MJL6IPZS3ASA11 | | 137013 | | SMIN LN EQUITY | Smiths Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0902 | AJOW550HA7E8YNKF5D89 | | 4120046 | | 6758 JT Equity | Sony Global Treasury Services PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0903 | 213800H7NWVLCWAVKA15 | | 3043097 | | | South Eastern Power Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0904 | 213800YQRUOQE9HPX193 | | 4295398 | | | South Staffordshire PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0905 | 213800FR2VAOKRYRHX45 | | 2366665 | | | South West Water Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0906 | 549300SR1GYYNBZQGX56 | | 4094290 | | SSE LN Equity | Southern Electric Power Distribution PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0907 | 549300SPX8573VZ2SK79 | | 5167021 | | | Southern Gas Networks plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0908 | 213800NCZLJFDE8Y8D88 | | 7581353 | | | Southern Water (Greensands) Financing plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0909 | 213800Z4CO2CZO3M3T10 | | 02025003 | GB0003308607 | SXS LN Equity | SPECTRIS PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0910 | 4L663LRNTBQ008OK2N07 | | SC100764 | | SGC LN Equity | Stagecoach Group plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0911 | 0TMBS544NMO7GLCE7H90 | | SC286832 | | SL/ LN Equity | Standard Life PLC | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0912 | 549300GUNF6FFGH4LN53 | | 9743802 | | 532183Z LN Equity | Stemcor Holdings Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0913 | 213800QHYTM5QRFSEM66 | | 3355631 | | SYR LN EQUITY | Synergy Health Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0914 | 213800WF53FVDRRHRF44 | | 7105891 | | TALK LN Equity | TalkTalk Telecom Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0915 | 213800TR86P337IE8605 | | 2280000 | | 0469505D LN Equity | Tata Steel UK Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0916 | 2138008K14474WPKZ244 | | 76535 | | TATE LN EQUITY | Tate & Lyle Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0917 | 21380089BTRXTD8S3R66 | | 296805 | | TW/ LN EQUITY | Taylor Wimpey Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0918 | 2138002P5RNKC5W2JZ46 | | 445790 | GB0008847096 | TSCO LN EQUITY | TESCO PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0919 | 213800JKM5UQHFJOTZ25 | | 2366661 | | | Thames Water Utilities Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0920 | 2138009TF1SYOMQLBJ60 | | 02100855 | GB0003753778 | | THE GO-AHEAD GROUP PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0921 | 213800VZ4671W3DVB860 | | 6575598 | | TCG LN Equity | Thomas Cook Group Treasury limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0922 | 2138003BOFNAAO14YV58 | | 2553288 | | 8766 JT Equity | Tokio Millennium Re (UK) Limited | GB | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0923 | 2138001I27OUBAF22K83 | | 824821 | | TPK LN Equity | Travis Perkins Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0924 | 213800B6YQZAE8LHAW84 | | 6072876 | GB00B1Z7RQ77 | TT/ LN EQUITY | TUI TRAVEL Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0925 | 2138003EYHWO75RKS857 | | 3919249 | GB0001500809 | TLW LN EQUITY | TULLOW OIL PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0926 | 549300MKFYEKVRWML317 | | 41424 | | ULVR LN Equity | Unilever PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0927 | 213800Y1TEVS8REY1M35 | | 5957557 | | | United Biscuits Holdco Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0928 | 2138008EZCXK4ANQHF89 | | 3207231 | | | United Business Media holdings Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0929 | 213800KYT12UFB2VE455 | | 2366616 | | UU/ LN Equity | United Utilities PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0930 | XCJQ23OWIJNLHN7RQC93 | | 1022786 | | 271652Z LN Equity | Urenco Ltd | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0931 | 213800F3BD6N3G6XHU16 | | 251977 | | CKSN LN Equity | VESUVIUS HOLDINGS LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0932 | 213800TB53ELEUKM7Q61 | | 1833679 | | VOD LN EQUITY | Vodafone Group Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0933 | 549300UPYDURLSSFVL38 | | 9223384 | | | Western Power Distribution Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0934 | 2138006LIAYQKUCYBB20 | | 29423 | | WTB LN Equity | Whitbread Group PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0935 | | | 4212563 | | WMH LN EQUITY | William Hill Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0936 | 213800Z5WTW8QKOHWQ82 | | 04178808 | GB0030329360 | | WINCANTON PLC | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0937 | 213800IN6LSRGTZSOS29 | | 358949 | | MRW LN Equity | Wm Morrison Supermarkets Plc | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0938 | 549300HTNGX0DU8W1F65 | | 5537577 | | WPP LN Equity | WPP 2008 Limited | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0946 | 635400LNUHA2LDXXV850 | | | | GCC ID Equity | C&C Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0947 | 8NUHUXWN9LG4XBGJ7O17 | | 241565 | | CAT SE Equity | Caterpillar International Finance Limited | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0948 | 635400CHHI1XZLVQH675 | | | | | Coillte Teoranta | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0949 | 549300MIDJNNTH068E74 | | | IE0001827041 | CRH ID EQUITY | CRH Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0950 | 213800UPS1QEE4TD3T45 | | | | DCC LN Equity | DCC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0951 | 635400HRFGVKXFHZ8O77 | | 9401 | | | Dublin Airport Authority PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0952 | 635400UFHDIQCDZ6JK11 | | | IE0003094731 | 1014Z ID EQUITY | Electricity Supply Board Ltd [ESB] | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0953 | 635400VCPRSU89DLMZ57 | | 480184 | XS0856023493 | | ESB Finance Limited | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0954 | 635400RKRK5EGXSPC782 | | | | EXPN LN EQUITY | Experian Finance Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0955 | 635400YN51CDCGBYFZ31 | | | | | Fyffes plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0956 | 5493008VFFOIPWCZJK45 | | | IE0000669501 | GLB ID EQUITY | Glanbia Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0957 | 635400BE9SBAG61DJ963 | | | | GFTU LN Equity | Grafton Group PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0958 | 6354007LIXWZ5WPPT308 | | 519799 | | GRF SQ Equity | Grifols World Wide Operations Ltd. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0959 | 9XTI53MZJ013RO12SX05 | | 2936 | IE00B59HWB19 | | INDEPENDENT NEWS & MEDIA PUBLIC LIMITED COMPANY | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0960 | | | | IE0004906560 | KYG ID EQUITY | Kerry Group Plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0961 | 635400HM7V74SUB9OG75 | | | | | Kingspan Group plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0962 | 635400JJOWHIYAJER733 | | | | | MUSGRAVE GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0963 | 635400EG4YIJLJMZJ782 | | | IE0002588105 | PWL ID Equity | PADDY POWER PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0964 | 635400WKFIPCHCKVW376 | | 104547 | | RYA ID Equity | Ryanair Holdings PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0965 | 396PBGKP6TE3O062MS44 | | | | STX UW Equity | Seagate Technology plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0966 | 635400CPLP8H5ITDVT56 | | | IE00B1RR8406 | SKG ID EQUITY | SMURFIT KAPPA GROUP PLC | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0967 | 549300INUT2G0ST5K268 | | 327184 | | TEX UN Equity | Terex International Financial Services Co. | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0968 | 635400K7UEIKHMNKLJ02 | | | | | Total Produce plc | IE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0969 | | | 482042 | | | XL Group PLC | IE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0970 | VZVOSGGS8JITR4J7J704 | | | | | Amtek Auto Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0971 | 8GRDBX1TJ0PU5NCSHT72 | | MH008931 | | BPCL IS Equity | Bharat Petroleum Corporation Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0972 | | | | | BHARTI IN Equity | Bharti Airtel Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0973 | | | | | IOCL IN Equity | INDIAN OIL CORPN LIMITED | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0974 | FMVY1IZCSYXSAFRDIT05 | | | | LT IN Equity | Larsen & Toubro Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0975 | | | | | RCOM IN Equity | Reliance Communications Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0976 | 5493003UOETFYRONLG31 | | | | RIL IN EQUITY | Reliance Industries Ltd | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0977 | 1GZWF073IJTD6XPRUU65 | | | | | Wipro GE Healthcare Private Limited | IN | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0978 | 213800Z3CFZOLXPJWN61 | | | | | Landsvirkjun | IS | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0979 | 81560076E3944316DB24 | 3812211 | 493995 | | A2A IM EQUITY | A2A S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0980 | 8156000962B2EB41FE28 | 5988397 | 1497770 | | 4525791Z IM EQUITY | ACCIAIERIA ARVEDI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0981 | 8156004FCECE0879E118 | 15161747 | 191346 | | 7570364Z IM EQUITY | ACCIAIERIE VALBRUNA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0982 | 549300Q3448N041CTH56 | 11341891 | 882486 | XS0495012428 | ACE IM Equity | Acea SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0983 | 8156008183686996C911 | 25090618 | 3567090232 | | | ACQUE VERONESI S.C.A R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0984 | 8156007259ABDEA3F444 | 15214381 | 971268 | | | Aeroporti di Roma S.p.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0985 | 549300H2RFDYI3YP5R63 | 13960200 | 263011 | | 337973Z NA EQUITY | AGUSTAWESTLAND S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0986 | 529900EKXEGSRCGAAC89 | 14856155 | 2791070044 | | 4519735Z | ALSTOM FERROVIARIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0987 | ZYXJDNVM2JI3VBM8G556 | | | | AMP IM EQUITY | Amplifon SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0988 | 815600B611746717CC98 | | | | 50098Z IM Equity | Ansaldo Energia SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0989 | 549300FZRH46R7DWAX12 | 1248024 | 557390 | | 4472623Z IM EQUITY | ANSALDOBREDA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0990 | 815600049A1F9AFE6666 | 4140157 | 1192794 | | MN IM EQUITY | ARNOLDO MONDADORI EDITORE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0991 | 8156000BEB8FC062F442 | 1020333 | 120591 | | 2168Z IM EQUITY | ARTSANA — SOCIETA' PER AZIONI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0992 | 549300X5UKJVE386ZB61 | 6914312 | 6204 | XS1014759648 | ASG GY Equity | Assicurazioni Generali SpA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC0993 | 81560001F41A81948348 | | | | AST IM EQUITY | Astaldi SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0994 | 8156008DEC771409C487 | 18631331 | 1023691 | | AU9 GF Equity | Atlantia S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0995 | 5299003D9N2698I3C257 | 1367700 | 188902 | | AGL IM EQUITY | AUTOGRILL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0996 | 815600149448CEB9B230 | 19402720 | 1037417 | | 3653719Z IM EQUITY | AUTOSTRADE PER L' ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0997 | | 26926563 | 1057205 | | 3889748Z IM EQUITY | AVIO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0998 | 529900RRESEDV68K0S54 | 28770346 | 235460 | | BLLA IM EQUITY | BARILLA INIZIATIVE S.R.L.

| IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC0999 | 815600BFEB936DC6ED24 | | | | BEN IM EQUITY | Benetton Group SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1000 | 8156004C04255952AB77 | 1076562 | 821225 | | BNS IM EQUITY | BENI STABILI SOCIETA' PER AZIONI SOCIETA' DI INVESTIMENTO IMMOBILIARE QUOTATA | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1001 | 5299003DX5YLKSVJ6K59 | 2930031 | 134288 | | BZU IM Equity | Buzzi Unicem SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1002 | 8156006BEAA911EC0A47 | 1019726 | 587878 | | | CANDY SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1003 | 8156008B101B97A43B02 | 1053555 | 160498 | | CEM IM EQUITY | CEMENTIR HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1004 | 815600F3213951394367 | 40014779 | 2001719 | | | Cerved Group S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1005 | | 4544552 | 8114020152 | | | CLASS EDITORI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1006 | 8156009034C1A5108284 | 15716081 | 61357 | | | Compagnia Valdostana delle Acque Spa (CVA Spa) | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1007 | 815600DBF6DC4BC94832 | 1061039 | 260769 | | 0310548D IM EQUITY | CONSERVE ITALIA — CONSORZIO ITALIANO FRA COOPERATIVE AGRICOLE — SOCIETA' COOPERA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1008 | | 8327877 | 819280157 | | | COOPERATIVA EDIFICATRICE FERRUCCIO DEGRADI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1009 | 815600A5C1DD6C3A8455 | 1093853 | 154950364 | | | CPL CONCORDIA SOCIETA' COOPERATIVA IN FORMA ABBREVIATA CPL CONCORDIA S | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1010 | 81560039BF5C1D8E5A15 | 2836130 | 60793 | | 3898658Z IM EQUITY | DALMARE SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1011 | 5493005TWX96RDJ9I655 | | | | | De Agostini Invest SA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1012 | 529900WS2E20BA5J4L49 | 16183303 | 1698754 | | EDNR IM EQUITY | EDISON S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1013 | WOCMU6HCI0OJWNPRZS33 | | | | ENEL IM EQUITY | Enel SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1014 | BUCRF72VH5RBN7X3VL35 | | | IT0003132476 | ENI IM EQUITY | ENI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1015 | 81560081EE079FBED395 | 19377159 | 3544950961 | | | ENOVA S.R.L. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1016 | 549300JJBVOOKOBCTX09 | 2153515 | 354265 | | ERG IM EQUITY | ERG S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1017 | 549300AZQ4Z5UGY0Q555 | 1002458 | 91712 | | EXO IM EQUITY | EXOR S.P.A. | IT | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1018 | 8156004CE82074779D19 | 13870596 | 1664630223 | | | FEDRIGONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1019 | 549300J4SXC5ALCJM731 | | | | 1448Z IM Equity | Ferrovie dello Stato SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1020 | 5493004C1SL445NFDR90 | | | | F IM EQUITY | Fiat SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1021 | 8156001B8AD051794959 | | | | | FINAVAL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1022 | 529900X4EEX1U9LN3U39 | 1053767 | 7031 | | FNC IM EQUITY | FINMECCANICA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1023 | 815600C3CCA800EF5D96 | 1134215 | | | | FORALL CONFEZIONI S.P.A. IN BREVE= FORALL S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1024 | 815600E12249DD563C29 | 26650695 | 1143814 | | | Gamenet S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1025 | 81560098DBDD66154985 | | | | | GRANDI NAVI VELOCI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1026 | 8156001250E819E30127 | | | | GCN IM EQUITY | Gruppo Coin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1027 | 8156001294017C870346 | 11027526 | 10022100159 | | | GRUPPO FINELCO SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1028 | 8156005113BD16699393 | 24907200 | RM1117269 | | LTO IX Equity | GTECH S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1029 | | 15541251 | 1638878 | | 4004268Z IM EQUITY | H3G S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1030 | 8156009414FD99443B48 | 3201267 | 363550 | | HER IM EQUITY | HERA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1031 | 815600D86992FDA7B908 | 1035363 | 149288 | | IMA IM EQUITY | I.M.A. INDUSTRIA MACCHINE AUTOMATICHE S.P.A. IN SIGLA IMA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1032 | 815600A7D7C7A85F8B51 | 2733792 | 1168660262 | | | I.R.C.A. S.P.A. INDUSTRIA RESISTENZE CORAZZATE E AFFINI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1033 | 81560033824BE53C7D28 | 3585262 | 1303501215 | | | IMAP EXPORT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1034 | 549300KTGKED5E25JR59 | | | | IND IM EQUITY | Indesit Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1035 | 213800M4YYCP6E8YUX94 | 2714789 | 2589327 | | | IPLOM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1036 | 8156001EBD33FD474E60 | 10431674 | 281364 | | IRE IM EQUITY | IREN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1037 | 8156009D23D0FDC70C93 | 1007005 | 50 | | ITM IM Equity | Italcementi S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1038 | 815600236A6B5AE5B406 | 26754254 | 167186 | | | Linea Group Holding S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1039 | 549300I1NMOBS4B1LT88 | | | IT0001479374 | LUX IM EQUITY | LUXOTTICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1040 | | 7003703 | 481230266 | | | MANGIAROTTI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1041 | 815600292DA01BE68971 | 3755075 | 152396 | | 3184788Z IM EQUITY | MARCEGAGLIA — S.P.A | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1042 | 815600C8D55034EB5379 | 3779273 | 64334 | | | Marcolin SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1043 | 213800DIFN7NR7B97A50 | 552637 | 1264109 | | MS IM EQUITY | Mediaset S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1044 | PSNL19R2RXX5U3QWHI44 | 1012492 | 343508 | | MB IM Equity | MEDIOBANCA SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1045 | 815600325D15DD92A023 | 4376875 | 4846130633 | | | MOBY S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1046 | | 1653085 | 110858 | | 3893422Z IM EQUITY | MONIER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1047 | 8156003A100E8AB89697 | 6794759 | 1865640369 | | | PANARIAGROUP INDUSTRIE CERAMICHE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1048 | 8156001B96890989C002 | 23641842 | 5411110827 | | | PB TANKERS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1049 | 5493006293RJBDQWJL92 | 5944540 | 169833 | | PMS IM EQUITY | PERMASTEELISA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1050 | 8156000256C2431C2E92 | 4495509 | 134077 | | PIA IM Equity | Piaggio & C. S.p.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1051 | 815600A0C9AFC1F2A709 | | | | PC IM Equity | Pirelli & Co SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1052 | 815600EDDBB07C9BDB90 | 15591777 | 2246400218 | | | PODINI HOLDING S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1053 | 815600354DEDBD0BA991 | 3465665 | 842633 | | POST IM EQUITY | POSTE ITALIANE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1054 | 8156000FE0A2DC5B7852 | 16232311 | 1343952 | | PRP GR EQUITY | PRADA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1055 | 213800VHJ22UE2BRRZ48 | 3830970 | 706270410 | | | PROFILGLASS S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1056 | | 23687310 | 1777895 | | PRY IM EQUITY | PRYSMIAN S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1057 | 815600B9FC8D18A5D034 | 1058024 | 291350635 | | | RA.M.OIL RAFFINERIA MERIDIONALE OLII LUBRIFICANTI | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1058 | 81560086FA79BEDD6B94 | 13270817 | | | | RHIAG — INTER AUTO PARTS ITALIA S.P.A. O, IN FORMA ABBREVIATA, ALTERNA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1059 | | 5012487 | 8850400154 | | | SACAL — SOCIETA' ALLUMINIO CARISIO — S.P | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1060 | 815600AF08EE2EC2DE92 | 1035262 | 8924 | | 226907Z IM EQUITY | SACMI COOPERATIVA MECCANICI IMOLA SOCIETA' COOPERATIVA IN BREVE SACMI IMOLA S.C. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1061 | 815600FC906D230A1420 | 16077541 | 86111 | | SFL IM Equity | Safilo SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1062 | 549300PHV8MBDHWB8X12 | 1086637 | 788744 | | SPM IM EQUITY | SAIPEM S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1063 | 549300UKR289DF4UXQ47 | 1013056 | 525502 | | SAL | SALINI IMPREGILO S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1064 | | 6524595 | 3957900487 | | | SAMMONTANA — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1065 | 8156006755200B82EB33 | 1246827 | 836320150 | | | SAN CARLO GRUPPO ALIMENTARE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1066 | 5299005KJSU2AQUJUH84 | 1066932 | 49540 | | SRS IM EQUITY | SARAS S.P.A. O IN FORMA ESTESA SARAS S.P.A. — RAFFINERIE SARDE | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1067 | 815600D2FC31AF713B07 | 1012950 | 166476 | | | SNAI SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1068 | 8156002278562044AF79 | 16067629 | 1633443 | | SRG IM Equity | SNAM SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1069 | EOJCGSUI4NX234BL7V57 | 14234253 | 1594238 | | 2091Z IM EQUITY | SORGENIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1070 | 815600141CFE5F4C4325 | 19113128 | 1016401 | | 4473035Z IM EQUITY | STRADA DEI PARCHI SPA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1071 | 815600C3438977CBBE37 | 1038951 | 68670397 | | | TAMPIERI FINANCIAL GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1072 | 81560029415DF1381583 | 1030384 | 195810262 | | | TECNICA GROUP S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1073 | 815600AC5599D16D9A40 | 3335773 | 574643 | | MT IM EQUITY | TECNIMONT S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1074 | 549300W384M3RI3VXU42 | | | IT0003497168 | TIT IM EQUITY | TELECOM ITALIA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1075 | 815600CD7323A82E5092 | 28935694 | 1763778 | | 2847328Z IM EQUITY | TENOVA S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1076 | | 1037712 | 182850362 | | | TERMOSANITARI CORRADINI — S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1077 | 8156009E94ED54DE7C31 | | | | TRN IM Equity | Terna Rete Elettrica Nazionale SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1078 | 549300IN56S27SDGEI85 | 18659000 | 1019536 | | 80698Z IM EQUITY | TIRRENO POWER S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1079 | 8156003E86EBA167A868 | | | | 0946688D IM EQUITY | TotalErg SpA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1080 | 815600FE9E92D9D6C309 | 3554534 | 201271 | | TFI IM EQUITY | TREVI — FINANZIARIA INDUSTRIALE S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1081 | | | | | 4212473Z IM EQUITY | UNIECO SOCIETA' COOPERATIVA | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1082 | 815600B8027C92F0DA07 | 4257672 | 1189360066 | | | VIBAC S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1083 | 549300YSFQKM1C0X4E45 | 11321265 | 884361 | | WIND IM EQUITY | WIND TELECOMUNICAZIONI S.P.A. | IT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1084 | 549300DHPOF90OYYD780 | | | | 5108 JT Equity | Bridgestone Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1085 | 549300IZYK3206QECG76 | | | | CAT SE Equity | Caterpillar Finance Corporation | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1086 | 549300MIFE1VEW02GY83 | | 0 | JP3298600002 | | COSMO OIL COMPANY LTD | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1087 | 549300T6IPOCDWLKC615 | | | | 6501 JT Equity | Hitachi, Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1088 | J48DJYXDTLHM30UMYI18 | | | | 8001 JT Equity | Itochu Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1089 | 5493004LQ0B4T7QPQV17 | | | | 6301 JT Equity | Komatsu Ltd. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1090 | 4P4N3ORD02UGQT1T1W12 | | 0100-01-008776 | | 8002 JT Equity | Marubeni Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1091 | KVIPTY4PULAPGC1VVD26 | | | | 8058 JP EQUITY | Mitsubishi Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1092 | 5493008VBQD43X8QCS14 | | | | | Mitsui Life Insurance Company Limited | JP | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1093 | 5493000QYMPFRTEY4K28 | | | | 6701 JT Equity | NEC Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1094 | | | | | 7201 JP EQUITY | Nissan Motor Co Ltd | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1095 | 5493003BZYYYCDIO0R13 | | | | 9984 JT Equity | SOFTBANK CORP. | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1096 | 5493004SE33MRLPB1W98 | | | | 2768 JP EQUITY | Sojitz Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1097 | | | | | 6758 JP EQUITY | Sony Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1098 | V82KK8NH1P0JS71FJC05 | | | | 8053 JP EQUITY | Sumitomo Corp | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1099 | 54930074QUY8RD0UZM08 | | | | | Suntory Holdings Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1100 | 549300ZLMVP4X0OGR454 | | | | 4502 JT Equity | Takeda Pharmaceutical Company Limited | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1101 | 549300LBHTST91VKHO68 | | | | 6502 JT Equity | Toshiba Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1102 | 5493006W3QUS5LMH6R84 | | | | TOM GY Equity | Toyota Motor Corporation | JP | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1103 | | | | | 004020 KS Equity | Hyundai Steel Co | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1104 | | | | | 000270 KS Equity | Kia Motors Corp | KR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1105 | 549300MGHLPT1EFHGF84 | | | | 2007 HK Equity | Country Garden Holdings Company Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1106 | 549300IHVJRWVT07S523 | | | | 3333 HK Equity | Evergrande Real Estate Group Limited | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1107 | 5493003DTPH8AMMK4P51 | | | | NE UN Equity | Noble Corporation | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1108 | 549300FNENFFSMO3GT38 | | | XS0835890350 | XPBR SQ Equity | Petrobras Global Finance B.V. | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1109 | 213800S7DNJQX6LHTQ21 | | 133818917 | | | AB ‘Kauno grūdai’ | LT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1110 | | | | LU1014539529 | | ALTICE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1111 | 5493003BU7PAH5RRM092 | | | | APAM NA EQUITY | Aperam SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1112 | 2EULGUTUI56JI9SAL165 | | | | MT LX EQUITY | ArcelorMittal SA [AM] | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1113 | 549300GJ79DYFBBF5T83 | | | | 0307096D LX EQUITY | Brandbrew S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1114 | 5493007GVB1I2FDSS786 | | B0155849 | | CNHI UN Equity | CNH Industrial Finance Europe S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1115 | 549300938QUWMPITJ642 | | | | COV US EQUITY | Covidien International Finance SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1116 | 5299001R2HL1TAFZ8Z20 | | | | | ENOVOS INTERNATIONAL SA (FORMER SOTEG) | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1117 | | | 350807947 | FR0000038259 | ERF FP EQUITY | EUROFINS SCIENTIFIC SE | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1118 | 213800568PRHV2JR9650 | | | XS0357281558 | GSPBEX RR Equity | Gaz Capital S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1119 | 213800WHKNIC1JQQG433 | | | | 8GC GS Equity | Glencore Finance (Europe) S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1120 | 8XJ8KF85PBKK1TLMFN29 | | | | | Intelsat Jackson Holdings S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1121 | 549300MBM5B61VCW5A23 | | | | | International Automotive Components Group, S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1122 | RUOKPID0PZ0UWJYU9J61 | | | | DE UN Equity | John Deere Bank S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1123 | 529900XUC6PXMN6ABU42 | | | | TGH GY Equity | Logwin AG | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1124 | 549300CTHC1CP86P2G96 | | | | MIICF PQ Equity | Millicom International Cellular S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1125 | | | | | 0755015D LX EQUITY | NH FINANCE SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1126 | 213800IUIRBFRNCYVR24 | | | | 3900394Z LX Equity | Nizi International SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1127 | 549300VEJMMZCY6OBU06 | | | | PDSA NS Equity | Pacific Drilling S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1128 | 529900UUYBCBB7HMVI56 | | | | | Phoenix PIB Dutch Finance B.V. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1129 | 549300OZSHE4H5BFQA66 | | | | | QUILVEST SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1130 | 5493000C8J3C3SZYS040 | | | | RTL BB Equity | RTL Group S.A. | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1131 | 5493008JPA4HYMH1HX51 | | | | SESG FP EQUITY | SES SA | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1132 | 549300CJ7LW6QSGIL444 | | | | | Swiss Re Europe S.A. | LU | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1133 | 529900BSBZ853DKUP675 | | | | | TRAXYS SARL | LU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1134 | 549300RIG2CXWN6IV731 | | | | | CEMEX S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1135 | 5493008KEVFYPMGTXO33 | | | | KOFL MM Equity | Coca-Cola FEMSA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1136 | 5493000XJLJ6C4T0PG82 | | | | GRUMAB MM Equity | GRUMA, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1137 | 5493000RIXURZEBFEV60 | | | | BIMBOA MM Equity | Grupo Bimbo, S.A.B. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1138 | 549300QOAB2GJSFM0381 | | | | 1234Z MM Equity | Grupo Petrotemex SA de CV | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1139 | 549300CAZKPF4HKMPX17 | | | | | PETROLEOS MEXICANOS | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1140 | 549300FW3RGHPHT21D10 | | | | ALFAA MM Equity | Sigma Alimentos, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1141 | 5493000MY3DAIB0BP706 | | TNE940608HS5 | USP9084BAD03 | ALFAA MM Equity | Tenedora Nemak, S.A. de C.V. | MX | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1142 | 549300EMP9DT6Q35HZ31 | | | NL0000852564 | | AALBERTS INDUSTR | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1143 | 549300J93WR5DPG0P466 | | KVK 33232124 | | ABB SS Equity | ABB Capital B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1144 | 5493007WHKI5H75YJ358 | | KVK 34215458 | | ABE SQ Equity | Abertis Infraestructuras Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1145 | 7245007QUMI1FHIQV531 | | KVK 33235189 | | | Achmea B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1146 | 724500HIKX3QVUQF9G08 | | KVK 28080300 | | | Achmea Zorgverzekeringen N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1147 | O4QK7KMMK83ITNTHUG69 | | KVK 27076669 | NL0000303709 | AGN NA Equity | AEGON N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1148 | | | | NL0010672325 | | AHOLD KON | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1149 | 724500XYIJUGXAA5QD70 | | KVK 09007809 | NL0000009132 | AKZA NA EQUITY | Akzo Nobel NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1150 | 724500XBZ9QOPTI11U82 | | KVK 34108286 | | | Alliander N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1151 | 549300KYQ7B0H0K66406 | | KVK 33055009 | | AML LN Equity | Amlin Europe N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1152 | 724500MCUU6QOFRFEA53 | | KVK 33256360 0000 | | 792658Z PL EQUITY | AMORIM ENERGIA, BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1153 | 7245000UZH70GO047N03 | | | NL0006237562 | | ARCADIS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1154 | 7245001I22ND6ZFHX623 | | KVK 30037466 | NL0000334118 | ASM NA Equity | ASM International N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1155 | 724500Y6DUVHQD6OXN27 | | KVK 17085815 | NL0006034001 | ASML NA EQUITY | ASML HOLDING N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1156 | 7245004JOPUJ0OOWTU73 | | KVK 30031823 | | | ASR Schadeverzekering N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1157 | 724500XFMNHF1GFPYJ05 | | KVK 08125298 | | 3324558Z NA Equity | BDR Thermea Group BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1158 | 5299006ZHG3IXU0PNJ56 | | KvK 27106340 0000 | | 1136Z NA EQUITY | BMW Finance N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1159 | | | | NL0000852580 | | BOSKALIS WESTMIN | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1160 | | | | NL0010776944 | | BRUNEL INTERNAT | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1161 | 529900AOH3NBA8PZFG65 | | KvK 32097651 0000 | | 0533866D NA EQUITY | Celesio Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1162 | 549300WGC2HZ5J67V817 | | | | CNHI IM Equity | CNH Industrial NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1163 | 549300BXVNOCYQ83FU09 | | KVK 34154633 | | KO UN Equity | Coca-Cola HBC Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1164 | | | | NL0000200384 | | CORE LABORATORIES | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1165 | 549300UNTCLR21YKLL62 | | KVK 30073501 | NL0000288967 | | Corio N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1166 | | | | NL0009294552 | | DELTA LLOYD | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1167 | 724500S75737K2SFDA03 | | KVK 22031457 | | | Delta N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1168 | 213800N8X49KJRTNDM49 | | KVK 3419663 | | DGE FP Equity | Diageo Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1169 | 529900M7QSB704RUUT95 | | KVK 34182495 | | AIR FP Equity | Eads Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1170 | 724500KRQECMCRGM1971 | | KVK 14026250 | | | EBN B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1171 | 5299007L43AQDFOW5739 | | KvK 34121496 0000 | | 1403Z NA EQUITY | EDP FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1172 | 724500R5IP6TFKTNRU48 | | KvK 24306393 | | 2091Z NA Equity | Eneco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1173 | 549300XW2F91G4T4WC42 | | KVK 34149162 | | ENL GY Equity | ENEL Investment Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1174 | 529900011V8VJ3BUKR64 | | KVK 17115973 | | RWE GF Equity | Essent N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1175 | | | | NL0000288876 | | EUROCOMMERCIAL | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1176 | | | | NL0000352565 | | FUGRO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1177 | 2138005FTXOJUBQ5J563 | | KVK 24243533 | | GAS SQ Equity | Gas Natural Fenosa Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1178 | 724500EJ2TDPAITRSJ55 | | KVK 02089290 | | | GasTerra B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1179 | | | | NL0000400653 | | GEMALTO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1180 | 549300L10EVYURBFIH66 | | KVK 55293980 | | | Global Blue Acquisition B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1181 | 529900SNLFF5M6HJ1T36 | | KvK 33286563 0000 | | 1004Z NA EQUITY | Haniel Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1182 | 724500K5PTPSST86UQ23 | | KVK 33011433 | NL0000009165 | HEIA NA Equity | Heineken NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1183 | 7245008C9KMJL9P2UI77 | | KVK 34323653 | | | Hyva Global B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1184 | 724500CR19MQGFWFBZ64 | | KvK 34217578 0000 | | 0308206D NA EQUITY | ICL Finance BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1185 | TLLG0UTU6ZHOG003X735 | | | | | Imperial Mobility Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1186 | 54930050LBZUR4138I72 | | KVK 27120438 | | | ING Re (Netherlands) N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1187 | | | KVK 24311905 | | 2872423Z NA Equity | InterGen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1188 | 724500C9GNBV20UYRX36 | | KVK 35000363 | NL0010672325 | AH NA Equity | Koninklijke Ahold NV [Royal Ahold NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1189 | 724500V38C5KTDY5BS93 | | KVK 30058019 | NL0000337319 | BAMNB NA Equity | Koninklijke BAM NBM NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1190 | 724500SNT1MK246AHP04 | | KVK 14022069 | NL0000009827 | DSM NA EQUITY | Koninklijke DSM N.V | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1191 | 549300YO0JZHAL7FVP81 | | KVK 02045200 | NL0000009082 | KPN NA Equity | Koninklijke KPN NV [Royal KPN NV] | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1192 | H1FJE8H61JGM1JSGM897 | | KVK 17001910 | NL0000009538 | PHIA NA Equity | Koninklijke Philips Electronics N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1193 | 724500HZ4BN317I12G68 | | KVK 06016321 | | KTC NA Equity | Koninklijke Ten Cate NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1194 | 724500UL634GFV1KYF10 | | KVK 24295332 | NL0009432491 | VPK NA Equity | Koninklijke Vopak NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1195 | 529900WQGOTJDYG9NP76 | | KVK 09151956 | | LXS GF Equity | Lanxess Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1196 | 5H8RMHHYTWIP1RKLCE38 | | KvK 34115238 0000 | | 2177Z NA EQUITY | Linde Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1197 | 549300J6QSW38QNOJK61 | | KVK 57924562 | | | LYB International Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1198 | BN6WCCZ8OVP3ITUUVN49 | | KVK 24473890 | | DLY GB Equity | LyondellBasell Industries N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1199 | 635400TMCKVEU87EJ582 | | KVK 24321697 | | | METINVEST B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1200 | 529900PF6F1OHRZVU341 | | KvK 33178683 0000 | | 1169Z NA EQUITY | Metro Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1201 | 6354007MKEEGGVUMXO83 | | KVK 34239108 | | | New World Resources N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1202 | 724500RKMOD48AIWKD94 | | KvK 24307569 0000 | | 3893886Z NA EQUITY | NIDERA B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1203 | 54930062JS29A5N4GO82 | | KVK 34248449 | | | Nielsen Holdings N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1204 | 724500GQV9YLNSWECU41 | | KVK 17179668 | | | Nord Gold N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1205 | 724500TXS5HH3GY4UW42 | | KVK 30124358 | | | NS Groep N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1206 | 5299000CMF80GY2U0U47 | | KVK 16074305 | NL0010395208 | NUO NA Equity | Nutreco Holding NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1207 | 724500HT4YW45B1Y7859 | | KVK 57585083 | | | OAK Leaf B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1208 | 549300NCMRGIBJYUOE57 | | | NL0010558797 | | OCI | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1209 | 724500IM9A059TQLBX63 | | | | | OCI Nitrogen BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1210 | 72450053F5WRDY8CDZ66 | | KVK 24291478 | | OI US Equity | OI European Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1211 | Q47A62EK6GMSID3Y8C39 | | KVK 17133742 | XS0788529096 | PCAR US Equity | PACCAR Financial Europe B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1212 | 549300N522D3SS8MKV65 | | KvK 24320769 0000 | | 3617372Z NA EQUITY | PETROBRAS NETHERLANDS BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1213 | 549300VGHFJJ58HE2B54 | | KVK 17008551 | | PHIA NA Equity | Philips Electronics NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1214 | 529900N9UJEHN9UPXN50 | | | | | PHOENIX PIB FINANCE BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1215 | 724500Q41FHN0P1GPC53 | | KVK 27168968 | NL0009739416 | TNT LI Equity | PostNL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1216 | 54930036WK3GMCN17Z57 | | | | QIA GY Equity | Qiagen NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1217 | 7245009EAAUUQJ0U4T57 | | KVK 33216172 | NL0000379121 | RAND NA EQUITY | RANDSTAD HOLDING NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1218 | 549300XO8R7MPISUO753 | | KVK 33155037 | NL0006144495 | | Reed Elsevier NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1219 | 5493002YCY6HTK0OUR29 | | KVK 24251372 | XS0202649934 | REP GY Equity | Repsol International Finance B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1220 | | | KVK 34179503 | GB00B03MM408 | RDSA NA EQUITY | ROYAL DUTCH SHELL PLC | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1221 | 5493002N51KZCVBDMS27 | | 24114856 | NL0006055329 | | ROYAL IMTECH NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1222 | 213800LBMMAIG1FQP389 | | KVK 14105351 | | SABIC AB Equity | SABIC Capital I B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1223 | | | | NL0000360618 | | SBM OFFSHORE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1224 | 529900KEH8410ESH1483 | | KVK 53761790 | | | Schaeffler Finance B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1225 | 724500DX7Q1A19SPY530 | | KVK 34166584 | | | Schiphol Nederland B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1226 | 7245001TBT3NI9SPNJ75 | | | | | SHV Netherlands NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1227 | TAFO772JB70PDRN5VS48 | | KvK 27092998 0000 | | 1223Z NA EQUITY | Siemens Financieringsmaatschappij N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1228 | 724500E9ZG6JMH6E2I14 | | | NL0000817179 | | SLIGRO FOOD GROUP | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1229 | 724500ZTKJYJMWVLWJ82 | | KVK 34297413 | | | SRLEV N.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1230 | 5493002SSXOL85X3XC87 | | KVK 58623701 | | | Syncreon Group B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1231 | 724500LTUWK3JQG63903 | | KVK 09083317 | | | TenneT Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1232 | 7245008G22FOV7TYYJ34 | | KVK 06045666 | NL0000852523 | TWEKA NA EQUITY | TKH Group NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1233 | 724500978QL7NKMLTQ37 | | KVK 34210949 | | | TMF Group Holding B.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1234 | | | | NL0009739424 | | TNT EXPRESS | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1235 | 724500L44K67W7UW1C59 | | KVK 34224566 | NL0000387058 | TOM2 NA EQUITY | TOMTOM N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1236 | 724500OPA8GZSQUNSR96 | | KVK 33194984 | | TOM GY Equity | Toyota Motor Finance (Netherlands) B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1237 | PX7SUPU7HUNJBQ8BPI65 | | KVK 33236939 | | 585233Z NA Equity | Trafigura Beheer BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1238 | 549300TK7G7NZTVM1Z30 | | KVK 24051830 | NL0000009355 | UNIA NA Equity | Unilever NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1239 | 549300IW6C3SRHUUK147 | | | | | Vitol Holding BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1240 | | | | NL0009432491 | | VOPAK | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1241 | 549300FRXSUUW3M2Q281 | | | | | WABCO Europe Holdings BV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1242 | 724500522D3ORUTUGW47 | | KVK 05078970 | | WAVIN NA Equity | Wavin NV | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1243 | 724500YRQCY3BD9RJZ92 | | | NL0000289213 | | WERELDHAVE | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1244 | 724500TEM53I0U077B74 | | KVK 33202517 | NL0000395903 | WKL NA EQUITY | Wolters Kluwer N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1245 | 5JB3IE65ZU13TA0DGN10 | | | | | Würth Finance International B.V. | NL | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1246 | | | | NL0006294290 | | ZIGGO | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1247 | | | | | BWO NO Equity | BW Offshore Shipholding Ltd | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1248 | 5493004ZHCILEMZLBS85 | | 00304772770005 | | | FERD AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1249 | 5493009F6KP3UMLPOY27 | | 931186744 | | | ICA Norge AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1250 | 549300ZLJDXBXUNCY824 | | 936738540 | | | National Oilwell Varco Norway AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1251 | 549300N1SDN71ZZ8BO45 | | | | NHY NO Equity | Norsk Hydro ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1252 | 529900J8VSH14TP5VD23 | | | | | ODFJELL SE | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1253 | 213800T66DRTE6O6BV87 | | 916235291 | | PGS NO Equity | Petroleum Geo-Services ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1254 | 529900TH4OAW7WYG1777 | | 987059699 | | | Statkraft AS | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1255 | OW6OFBNCKXC4US5C7523 | | 923609016 | | STL NO Equity | Statoil ASA | NO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1256 | R7NJHU48LTCIOB9BVU57 | | | | CNU NZ Equity | Chorus Limited | NZ | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1257 | 259400GYHYZPQ0HTMT82 | | | | CIE PW Equity | Ciech S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1258 | 259400A9BI23M3K1NK82 | | | | LTS PW EQUITY | GRUPA LOTOS S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1259 | 259400WT6MCX3V59XI09 | | | | | Netia S.A. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1260 | 259400TOMPUOLS65II22 | | 10681 | | TPA1 GB Equity | ORANGE POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1261 | 259400TGY6IYEP2EFW87 | | 467426 | | | POLKOMTEL SP. Z O.O. | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1262 | 259400VVMM70CQREJT74 | | 28860 | | PKN PW Equity | Polski Koncern Naftowy ORLEN S.A. (PKN) | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1263 | 259400NAPDFBOTNCRL54 | | | | TPE PW Equity | TAURON Polska Energia S.A.

| PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1264 | Q1ECZWEVT6ZTFERCPG94 | | | PLTLKPL00017 | OPL PW EQUITY | TELEKOMUNIKACJA POLSKA SA | PL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1265 | 213800RQXBBZ6KSP1I72 | | 500311390 | | | AMORIM & IRMAOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1266 | 2138002PLGLYW8EP7248 | | | | | AMORIM HOLDING II SGPS SA | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1267 | 213800V5Z38TLIRQW516 | | 500700834 | | | ANA AEROPORTOS PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1268 | | | 502607920 | | | AUCHAN PORTUGAL HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1269 | 54930011KNBNPPKW7528 | | 500038015 | | | AUTO SUECO LDA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1270 | 549300RU6UYW1UMYOP92 | | 500194670 | | | BP PORTUGAL COMERCIO DE COMBUSTI VEIS LUBRIFICANTES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1271 | | | | PTBRI0AM0000 | BRI PL EQUITY | BRISA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1272 | 549300FREK460JU7RG08 | | 500060266 | | | CELULOSE BEIRA INDUSTRIAL-CELBI SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1273 | 549300TF1SUYCFUO3840 | | 503309362 | | | COLEP PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1274 | | | 507195515 | | | CONTROLINVESTE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1275 | 213800X28CMB8LAIT849 | | 502557400 | | | CPCDI COMP PORTUGUESA DIST PROD INFORMATICOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1276 | 549300RGQV4M16FESU23 | | 500832234 | | | CUF QUIMICOS INDUSTRIAS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1277 | 529900CLC3WDMGI9VH80 | | | PTEDP0AM0009 | EDP PL EQUITY | EDP — Energias de Portugal S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1278 | 529900LOXJVWGOH84656 | | 503293695 | | | EDP — GESTÃO DA PRODUÇÃO DE ENERGIA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1279 | | | 504885367 | | | ESPIRITO SANTO SAUDE SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1280 | 2138003319Y7NM75FG53 | | 504499777 | PTGALIOE0009 | GALP PL Equity | GALP ENERGIA SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1281 | 213800Y3V72PI6W8KG10 | | 511220448 | | | GRUPO PESTANA — SGPS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1282 | 259400A8SZP10GB5IB19 | | | PTJMT0AE0001 | JMT PL EQUITY | J.MARTINS | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1283 | | | 500073880 | | | LENA ENGENHARIA CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1284 | 549300SNYKYW15R3UE62 | | 502011475 | | | MODELO CONTINENTE HIPERMERCADOS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1285 | 549300TLPT6W9R3CLQ86 | | 500197814 | | | MOTA-ENGIL, ENGENHARIA E CONSTRU CAO S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1286 | 5493003NN4LXUF8JA244 | | | | | Ocidental Companhia Portuguesa de Seguros de Vida, S.A. | PT | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1287 | 54930071D35BVUPC5942 | | 502604751 | | | OPTIMUS-COMUNICACOES S.A | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1288 | | | 507979265 | | | OPWAY — SGPS, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1289 | 213800ZWKG61JG7ZCF61 | | 500697370 | | | PETROLEOS PORTUGAL PETROGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1290 | 259400DRC6WOXNVW8B57 | 500829993 | 500829993 | | 90413Z PL EQUITY | PINGO DOCE-DISTRIBUIÇÃO ALIMENTAR S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1291 | 549300UNIB7M2AXUXS35 | | | PTPTI0AM0006 | PTCL TQ EQUITY | Portucel S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1292 | 549300FR1FN48IGHR915 | | | PTREL0AM0008 | RENE PL Equity | REN-Redes Energeticas Nacionais, SGPS, S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1293 | | | 500246963 | | | REPSOL PORTUGUESA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1294 | 5493002X2CCY60HWCU94 | | 500243590 | | | SECIL COMP GERAL CAL CIMENTO SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1295 | 549300PXZF74GVQM6867 | | 500058580 | | | SONAE INDUSTRIA PRODUCAO COM DER IVADOS DE MADEIRA SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1296 | 549300EZYIURQ5RGSE56 | | 500278571 | | | SOVENA OILSEEDS PORTUGAL, SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1297 | 549300KFJPELBPMQH079 | | 500833532 | | | SOVENA PORTUGAL CONSUMER GOODS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1298 | 95980020140005813290 | | 505042037 | | | SUMOL+COMPAL MARCAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1299 | | | 500097488 | | | TEIXEIRA DUARTE ENGENHARIA E CONSTRUCOES SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1300 | 549300CNE5R74B3XKF57 | | 505266202 | | | UNICER BEBIDAS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1301 | | 503933139 | 503933139 | | 3646175Z PL EQUITY | UNILEVER JERÓNIMO MARTINS, LDA. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1302 | 213800IDK8UTYDSFOG74 | | 502544180 | | | VODAFONE PORTUGAL COMUNICACOES P ESSOAIS SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1303 | | 500302200 | 500302200 | | 0265472D PL EQUITY | ZAGOPE — CONSTRUÇÕES E ENGENHARIA S.A. | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1304 | 549300VOFQC1SPGTZM19 | | 503039063 | | | ZON TV CABO PORTUGAL SA | PT | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1305 | 549300D3EIDZJB62TR20 | | 21183 | | ORDS QD Equity | Ooredoo Q.S.C. | QA | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1306 | 549300UKYDM6L8HEPU79 | | | | SNP RO EQUITY | OMV PETROM S.A. | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1307 | 549300F8ZIGJVUPIU797 | | 24297754 | | | Rompetrol Group N.V. (The) | RO | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1308 | | | | | GAZP RU Equity | Gazprom OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1309 | | | | | ROSN RU Equity | OJSC Oil Co Rosneft | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1310 | | | | | TATN RU Equity | Tatneft OAO | RU | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1311 | 5493007RN7O98MYBX124 | | | | | AKTIEBOLAG LINDEX | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1312 | 549300UCKT2UK88AG251 | | | SE0000695876 | ALFA SS EQUITY | Alfa Laval AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1313 | 549300YECS8HKCIMMB67 | | | SE0000255648 | ASSAB SS EQUITY | Assa Abloy AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1314 | 213800T8PC8Q4FYJZR07 | | 5560142720 | SE0000122467 | ATCOA SS EQUITY | Atlas Copco Aktiebolag | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1315 | 2138002GW5WN1UYZAO32 | | 55611256900004 | | | BILIA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1316 | 549300YJUYJ9A24RXL71 | | | SE0005906922 | SE0005906922 Corp | BILLERUDKORSNÄS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1317 | 549300ZACGIQHBBMOD20 | | 5560269549 | | BONN SS EQUITY | Bonnier Finans AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1318 | 213800SE6FV3UDEIEY92 | | 72317831 | | | CAPIO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1319 | 549300GU5OHTR1T5IY68 | | | SE0005932225 | SE0005932225 Corp | Castellum AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1320 | 549300HCT1WLHEXNLZ18 | | | | | Dometic Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1321 | 549300Y3HHZB1ZGFPJ93 | | | | ELUXA SS Equity | Electrolux AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1322 | 549300JNPI46XNH0PM97 | | | | | Fabege AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1323 | 5493003PZ4F570G3W735 | | | | | GETINGE AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1324 | 529900XKWB408ZZYBF68 | | | | | GREEN CARGO AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1325 | 213800YUV362W4E1LP46 | | | | | H & M Hennes & Mauritz GBC AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1326 | 54930033BTSY61VHUR49 | | 55601011550004 | | | HALDEX AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1327 | 549300VOTS5OZ82UTG69 | | | SE0005934320 | SE0005934320 Corp | HEMSÖ FASTIGHETS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1328 | 549300WJFW6ILNI4TA80 | | 5561904771 | SE0000103699 | HEXAB SS EQUITY | Hexagon AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1329 | 52990080SH3454F0QE68 | | 5560013301 | SE0000109290 | HOLMB SS EQUITY | Holmen AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1330 | 549300GYQIIJ3UXB7655 | | | SE0001662222 | HUSQB SS EQUITY | HUSQVARNA AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1331 | 549300VEBQPHRZBKUX38 | | 556013-8298 | XS0795505402 | INVEA SS Equity | Investor AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1332 | 529900X0UEM9DOM6FK12 | | 5560452103 | SE0000806994 | JM SS EQUITY | JM AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1333 | 549300VD6SNNS5N5V183 | | | | | KORAB INTERNATIONAL AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1334 | 5493005OXRTBK0WSJN46 | | 5565451217 | SE0000549412 | KLED SS EQUITY | Kungsleden AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1335 | 529900AB08F05L4HWU11 | | | | | LANTMÄNNEN EK FÖR | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1336 | 213800NS2XXVRYS7WP40 | | | SE0002683557 | LOOMB SS EQUITY | Loomis AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1337 | 549300SNQNTHQLZQON04 | | 5564272812 | SE0000221723 | MEDAA SS EQUITY | Meda AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1338 | 549300E8NDODRSX29339 | | 5563099158 | SE0000412371 | MTGB SS EQUITY | MODERN TIMES GROUP MTG AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1339 | 213800WRGLW3CY4MHW53 | | 55603451740004 | | | NCC | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1340 | 549300KUJMRC9NW93S96 | | | | | Nobina sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1341 | 5493007VGEKBZGZ6PC69 | | | | | NYNAS AB (PUBL) | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1342 | 549300ES84TRW7EWGU35 | | | | | Perstorp Holding AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1343 | 549300S2D8BDH1CKLI47 | | | | | PostNord AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1344 | 549300MIHCMD8DCSBY41 | | 55607269770034 | | | Preem | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1345 | 549300ZHO4JCQQI13M69 | | 556036-0793 | SE0000112385 | SE0005567088 Corp | SAAB AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1346 | 5299008ZUAXN43LVZF54 | | | | SAND SS Equity | Sandvik AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1347 | 5299001G94UPTI8C7N54 | | 5566577416 | | 0301536D SS EQUITY | Sandvik Treasury AB | SE | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1348 | 529900AE1FZNUH6EVS39 | | | SE0003366871 | SAS SS EQUITY | SAS AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1349 | 529900BZYSUQLQSPNR07 | | 5560840976 | SE0000308280 | SCVB SS EQUITY | Scania CV AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1350 | 635400TTYKE8EIWDS617 | | | | SECUB SS Equity | Securitas AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1351 | 5493004WOSC31U83UG49 | | 5561063834 | | SKAB SS EQUITY | Skanska Financial Services | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1352 | 549300MA1BZYJU87BW55 | | 5560339086 | SE0000113250 | SKAB SS EQUITY | Skanska Sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1353 | 549300X6MQ0GG8BRY481 | | | | | SKF sverige AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1354 | 5493002FIVSWBLEV7P15 | | | | | SÖDRA SKOGSÄGARNA EKONOMISK FÖRENING | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1355 | 529900329VS14ZIML164 | | 5560163429 | SE0000171100 | SSABA SS EQUITY | SSAB AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1356 | 529900J0C48FH28HNQ19 | | 5563137933 | SE0000120669 | SSABA SS EQUITY | SSAB Emea AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1357 | 213800CWLTI7WZCC2R35 | | 5560010802 | | 1081Z SS EQUITY | Stena AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1358 | 5299005HSK597UX55629 | | | | | SVEASKOG FÖRVALTNINGS AKTIEBOLAG | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1359 | 549300FW5JDRV1IJ0M67 | | | | SCAB SS Equity | Svenska Cellulosa AB [SCA] | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1360 | 529900ZERGNJBEQEX179 | | 55679708180004 | | | SWEDAVIA AB SWEDAVIA EKONOMI | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1361 | 5493005DU3003SGUC166 | | | | | SWEDISH HOSPITAL PARTNERS AB, | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1362 | 529900YVXCGNWAUYZG78 | | | SE0000310336 | SWMA SS EQUITY | Swedish Match AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1363 | 213800EKD193RVI9HL76 | | 5564108917 | SE0000314304 | TEL2B SS EQUITY | Tele2 AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1364 | 549300W9JLPW15XIFM52 | | 556016-0680 | XS0435008726 | ERICB SS Equity | Telefonaktiebolaget LM Ericsson | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1365 | 213800FSR9RNDUOTXO25 | | | | TLSN SS Equity | TeliaSonera AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1366 | 5493006LU5JO4P7HQ305 | | | | | THULE HOLDING AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1367 | 213800XY16PAWG2PAD14 | | | | TRELB SS Equity | Trelleborg AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1368 | 5493007LNZSEWN5KTV42 | | | SE0005769270 | SE0005769270 Corp | Vasakronan | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1369 | 549300T5RZ1HA5HZ3109 | | | | VATT SS Equity | Vattenfall AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1370 | 549300HGV012CNC8JD22 | | | SE0000115420 | VOLVB SS EQUITY | Volvo AB | SE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1371 | 54930083GODGBHODQ153 | | 189744 | | | Global A&T Electronics Ltd. | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1372 | 33D7DTWH8BNIUWE0IF81 | | | | OLAM SP Equity | Olam International Ltd | SG | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1373 | | | | | 7536988Z SK EQUITY | Volkswagen Slovakia A.S. | SK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1374 | 549300QOGMPTKB6W7G56 | | 1,07544E+11 | USY71548BY95 | PTT TB Equity | PTT Public Company Limited | TH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1375 | 8RS0AKOLN987042F2V04 | | | | NXWA GF Equity | 21st Century Fox America, Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1376 | LUZQVYP4VS22CLWDAR65 | | | US88579YAF88 | MMM SE Equity | 3M Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1377 | HQD377W2YR662HK5JX27 | | IL08142220 | | ABT US Equity | Abbott Laboratories | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1378 | FR5LCKFTG8054YNNRU85 | | DE5126809 | | 4AB GF Equity | AbbVie Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1379 | 549300T0GJTEK811VI53 | | | | WPI US EQUITY | Actavis, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1380 | 549300QKBENKLBXQ8968 | | PA724325 | | AET US Equity | Aetna Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1381 | LYOM0B2GCF1JWXK5ZG04 | | | | AGCO UN Equity | AGCO Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1382 | QUIX8Y7A2WP0XRMW7G29 | | | | A UN Equity | Agilent Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1383 | 9PO87UV78U1JHLR68X04 | | | | 8685 JT Equity | AIG Financial Products Corp. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1384 | 7QEON6Y1RL5XR3R1W237 | | | | APD US Equity | Air Products & Chemicals Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1385 | ABPN11VOHLHX6QR7XQ48 | | | | AA US Equity | Alcoa Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1386 | XSGZFLO9YTNO9VCQV219 | | | | MO US Equity | Altria Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1387 | ZXTILKJKG63JELOEG630 | | DE2620453 | | AMZN US Equity | Amazon.com, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1388 | IWUQB36BXD6OWD6X4T14 | | DE0332421 | | AAL UW Equity | American Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1389 | B6Q2VFHD1797Q7NZ3E43 | | CAC0951492 | | 7267 JT Equity | American Honda Finance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1390 | 5493006ORUSIL88JOE18 | | | | AMT US Equity | American Tower Corp [ex- American Tower System] | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1391 | 549300D3L3G0R4U4VT04 | | | | APH US Equity | Amphenol Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1392 | B78FQ7XBQFLP4AYJ6F79 | | | | APC US Equity | Anadarko Petroleum Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1393 | 72ZZ1XRHOOU9P9X16K08 | | | | APA US Equity | Apache Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1394 | HWUPKR0MPOU8FGXBT394 | | CAC0806592 | | AAPL US Equity | Apple Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1395 | 42YMHYH0XMHJEXDUB065 | | | | | ARAMARK Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1396 | W47HVZ7Q6FXL86RELH91 | | DE0717711 | | ACI US Equity | Arch Coal, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1397 | 549300LO13MQ9HYSTR83 | | DE0152524 | | ADM US Equity | Archer-Daniels-Midland Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1398 | 0C0SZC7H22UWI2NA3R46 | | | | ARRS UW Equity | Arris Group, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1399 | 549300YNNLBXT8N8R512 | | NYCARREUS | | ARW US Equity | Arrow Electronics, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1400 | 6O4MRU8C1MS0K34UQF79 | | KY0580261 | | ASH US Equity | Ashland Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1401 | 549300Z40J86GGSTL398 | | DE2018584 | | T* MM Equity | AT&T Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1402 | QVLWEGTD2S8GJMO8D383 | | | | ATO US Equity | Atmos Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1403 | HGBOLILQXWER4SAL2I23 | | | | ADP US Equity | Automatic Data Processing | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1404 | GA3JGKJ41LJKXDN23E90 | | | | | Autozone Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1405 | XN8R4HH1TVC1XOCL5P21 | | | | CAR US EQUITY | Avis Budget Car Rental LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1406 | XJI53DCPL7QABOWK4Z75 | | NYCAVNTUS | | AVT US Equity | Avnet, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1407 | 5493007RY69UEB1F1B45 | | | | AVP US Equity | Avon Products, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1408 | MF62XBVMNYTYMC18DL76 | | DE2416636 | | BA/ LN Equity | BAE Systems Holdings Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1409 | | | | | BHI US EQUITY | Baker Hughes Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1410 | EWRDABCN7XBHM37LIA98 | | DE2072335 | | | Beam Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1411 | HL5XPTVRV0O8TUN5LL90 | | MN1K-1056 | | BBY US Equity | Best Buy Co., Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1412 | KK5MZM9DIXLXZL9DZL15 | | DE2322568 | | BMW HB Equity | BMW US Capital, LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1413 | 549300DSFX2IE88NSX47 | | | | BWA US Equity | BorgWarner Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1414 | Y6ZDD9FP4P8JSSJMW954 | | DE0874815 | | BSX UN Equity | Boston Scientific Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1415 | 549300GMUCJ08527GQ81 | | IN182869-107 | | BP/ LN Equity | BP Corporation North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1416 | 549300YYMNSW7KWZH127 | | | | BP/ LN Equity | BP Products North America Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1417 | HLYYNH7UQUORYSJQCN42 | | | | BMY US EQUITY | Bristol Myers Squibb Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1418 | 5493007M0RIN8HY3MM77 | | | | BG US Equity | Bunge Limited | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1419 | Y7ET3D9SDOFUZ515FE28 | | DE0799956 | | CA US Equity | CA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1420 | 43R4VPJBXTU2O15HEF41 | | | | | Calpine Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1421 | 5493007JDSMX8Z5Z1902 | | | | CPB US Equity | Campbell Soup Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1422 | CCU46N3GJMF4OK4N7U60 | | OH535613 | | CAH US Equity | Cardinal Health, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1423 | QXZYQNMR4JZ5RIRN4T31 | | | | 3091Z US Equity | Cargill Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1424 | EDBQKYOPJUCJKLOJDE72 | | DE0921323 | | CAT SE Equity | Caterpillar Financial Services Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1425 | WRJR7GS4GTRECRRTVX92 | | | | CAT US EQUITY | Caterpillar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1426 | 5KYC8KF17ROCY24M3H09 | | DE2106821 | | C5S GM Equity | CBS Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1427 | CD30XVRLT4QO00B1C706 | | DE3780476 | | CE UN Equity | Celanese US Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1428 | 4SIHMF0MOSTTL8CD0X64 | | | | CELG US Equity | Celgene Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1429 | 21TPXMRRHFKOBHDC8J74 | | | | | CenterPoint Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1430 | 8E6NF1YAL0WT6CWXXV93 | | | | CSCO US EQUITY | Cisco Systems Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1431 | 549300IA9XFBAGNIBW29 | | | | | CMS Energy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1432 | B0QU0GIVGFFMCOP5RJ72 | | DE4789658 | | CKK GB Equity | Coca-Cola Enterprises, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1433 | 2V9V7M0RUQG9M2J4IC47 | | | | | Colfax Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1434 | YMEGZFW4SBUSS5BQXF88 | | DE0156313 | | CL US Equity | Colgate-Palmolive Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1435 | 51M0QTTNCGUN7KFCFZ59 | | PA3039985 | | CTP GB Equity | Comcast Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1436 | 549300OQS2LO07ZJ7N73 | | DE0406521 | | CMC US Equity | Commercial Metals Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1437 | 6113F6JQLWIUGTBN1L36 | | | | CSC US equity | Computer Sciences Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1438 | 54930035UDEIH090K650 | | DE0818944 | | CAG US Equity | ConAgra Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1439 | SYHS7HRDXLL4I0IQ8776 | | | | CXO US EQUITY | Concho Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1440 | 6VJJ5GQWIRDQ06DUXG89 | | DE0064324 | | COP US Equity | ConocoPhillips Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1441 | 549300JK3KH8PWM3B226 | | DE2277631 | | CNX UN Equity | CONSOL Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1442 | 29DX7H14B9S6O3FD6V18 | | | | CTO GM Equity | Costco Wholesale Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1443 | 549300BO9IWPF3S48F93 | | | | COTY US EQUITY | Coty Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1444 | TVRMNZKRGA8LPW6XPG60 | | | | | Cox Enterprises Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1445 | RPPGGRL1J75WGF2DFO04 | | PA3337938 | | CCK US Equity | Crown Americas LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1446 | ZUNI8PYC725B6H8JU438 | | IN194062-043 | | CMI UN Equity | Cummins Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1447 | S4BKK9OTCEWQ3YHPFM11 | | | | DHR US EQUITY | Danaher Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1448 | PWFTNG3EI0Y73OXWDH08 | | | | DE US EQUITY | Deere & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1449 | 3E70L4WYANTIWWIPHC81 | | | | DELL US EQUITY | Dell Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1450 | Q2CCMS6R0AS67HJMBN42 | | | | DAL US EQUITY | Delta Air Lines Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1451 | 54930042348RKR3ZPN35 | | DE2155705 | | DVN US Equity | Devon Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1452 | F14FQJ2EEHW5VPYUHL14 | | | | DO US Equity | Diamond Offshore Drilling, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1453 | 549300Z1UGYT5725XB67 | | DE3535468 | | DTV TQ Equity | DIRECTV Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1454 | ILUL7B6Z54MRYCF6H308 | | | | D US EQUITY | Dominion Resources Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1455 | 549300FMC2ALGA7N9E80 | | DE0412823 | | DOV UN Equity | Dover Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1456 | ZQUIP1CSZO8LXRBSOU78 | | | | DOW US EQUITY | Dow Chemical Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1457 | 549300IX8SD6XXD71I78 | | | | DTE US EQUITY | DTE Energy Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1458 | FDPVHDGJ1IQZFK9KH630 | | DE2345566 | | EMN UN Equity | Eastman Chemical Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1459 | 0NZWDMRCE180888QQE14 | | | | ETN US EQUITY | Eaton Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1460 | OML71K8X303XQONU6T67 | | DE2871352 | | EBAY US Equity | eBay Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1461 | FRDRIPF3EKNDJ2CQJL29 | | | | LLY US EQUITY | Eli Lilly & Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1462 | FGLT0EWZSUIRRITFOA30 | | | | EMR UN Equity | Emerson Electric Co. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1463 | GHFPUH0OZ5JLGJXWCO16 | | | | ESV UN Equity | ENSCO International Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1464 | 4XM3TW50JULSLG8BNC79 | | | | ETR US EQUITY | Entergy Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1465 | 549300EVUN2BTLJ3GT74 | | DE2911438 | | EQIX US Equity | Equinix, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1466 | 549300RO2XES74KQGG63 | | | | XLS US EQUITY | Exelis Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1467 | 3SOUA6IRML7435B56G12 | | | | EXC US EQUITY | Exelon Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1468 | CI7MUJI4USF3V0NJ1H64 | | WA601975803 | | EXPE UW Equity | Expedia, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1469 | J3WHBG0MTS7O8ZVMDC91 | | NJ3793794100 | | XOM US Equity | Exxon Mobil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1470 | 549300E707U7WNPZN687 | | | | FDX US EQUITY | FedEx Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1471 | 6WQI0GK1PRFVBA061U48 | | GA0110597 | | FIS UN Equity | Fidelity National Information Services, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1472 | 549300NPYMLM4NHTOF27 | | | | | First Solar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1473 | 549300SVYJS666PQJH88 | | OH953140 | | FE US Equity | FirstEnergy Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1474 | 6Y0GK87T6V7NJKZJVM41 | | NYCDRRCUS | | FLS US Equity | Flowserve Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1475 | CQ7WZ4NOFWT7FAE6Q943 | | | | FLR US EQUITY | Fluor Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1476 | CKDHZ2X64EEBQCSP7013 | | | | FMC US Equity | FMC Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1477 | EMQFUEY7DV1MVNKAUT87 | | DE3315658 | | FTI US Equity | FMC Technologies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1478 | 20S05OYHG0MQM4VUIC57 | | | | F US EQUITY | Ford Motor Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1479 | 2MNR4Q42DBL85U7RD221 | | | | | Forest Oil Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1480 | A0WMBJD47C49E2JJOM88 | | DE4594648 | | FRE GY Equity | Fresenius US Finance I, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1481 | 549300FNRIXILI56M704 | | | | 0196414D US EQUITY | Gavilon LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1482 | 9C1X8XOOTYY2FNYTVH06 | | | | GD US EQUITY | General Dynamics Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1483 | 3C7474T6CDKPR9K6YT90 | | NYCGECYUS | | GNE FP Equity | General Electric Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1484 | 2TGYMUGI08PO8X8L6150 | | | | GIS US Equity | General Mills, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1485 | 549300PDWRZX0BR28B12 | | DE4717789 | | GM UN Equity | General Motors Holdings LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1486 | L2EVHWFHVAQK72TMH265 | | DE4275413 | | | Georgia-Pacific LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1487 | 5493002BI0S2ZQUY3437 | | | | GT US EQUITY | Goodyear Tire & Rubber Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1488 | 7ZW8QJWVPR4P1J1KQY45 | | | | GOOG US EQUITY | Google Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1489 | ENYF8GB5SMQZ25S06U51 | | DE2681775 | | HAL UN Equity | Halliburton Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1490 | KAO98FK89NPNNPQGUZ43 | | DE0497602 | | HSC US Equity | Harsco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1491 | 549300NUB6D2R1ITYR45 | | | | HAS US Equity | Hasbro, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1492 | 549300PD0C69OJ0NLB27 | | | | 766481Z US EQUITY | Hertz Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1493 | UASVRYNXNK17ULIGK870 | | DE0097017 | | AHC GB Equity | Hess Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1494 | WHKXQACZ14C5XRO8LW03 | | | | HPQ US EQUITY | Hewlett-Packard Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1495 | 5493003STKEZ2S0RNU91 | | | | HNZ US EQUITY | HJ Heinz Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1496 | ISRPG12PN4EIEOEMW547 | | DE2061772 | | HON UN Equity | Honeywell International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1497 | KNX4USFCNGPY45LOCE31 | | | | 4335 HK Equity | Intel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1498 | VGRQXHF3J8VDLUA7XE92 | | | | IBM US EQUITY | International Business Machines (IBM Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1499 | F9HV8ZL85LRIQ6D60098 | | NVC7491-1980 | | IGT UN Equity | International Game Technology | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1500 | 824LMFJDH41EY779Q875 | | | | IP US EQUITY | International Paper Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1501 | 5493008IUOJ5VWTRC333 | | | | | Interpublic Group of Cos | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1502 | 24F6LSZD18II6ICG6S41 | | | | | Itron Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1503 | YB2O5TUONPB3W1X7WJ88 | | | | ITT US EQUITY | ITT Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1504 | KD833U13JEIGETBW2749 | | | | JAH US EQUITY | Jarden Corp (fka Alltrista Corp) | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1505 | 549300XR6O4ACB0KLV08 | | | | | JFB Firth Rixson, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1506 | E0KSF7PFQ210NWI8Z391 | | | | DE UN Equity | John Deere Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1507 | 549300G0CFPGEF6X2043 | | NJ5106301000 | | JNJ GQ Equity | Johnson & Johnson | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1508 | 3LB2NG8VUULSCV2NO430 | | | | JCI US EQUITY | Johnson Controls Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1509 | LONOZNOJYIBXOHXWDB86 | | | | K US EQUITY | Kellogg Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1510 | AGX0G2MXE54NFNNICD28 | | | | KU1 US EQUITY | Kentucky Utilities Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1511 | MP3J6QPYPGN75NVW2S34 | | | | KMB UN Equity | Kimberly-Clark Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1512 | 549300PDHUGWPWGOT525 | | DE2301470 | | | Kinder Morgan Energy Partners, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1513 | 5493005158BXZWGOX572 | | | | 3097Z US EQUITY | Koch Industries Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1514 | 549300JF6LPRTRJ0FH50 | | | | KSS UN Equity | Kohl's Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1515 | V1BYR0MM295ZFWYYS367 | | | | KRFT US EQUITY | Kraft Foods Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1516 | GR3KVMWVCR54YWQNXU90 | | DE0933796 | | LTD GF Equity | L Brands, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1517 | | | | | LINE US EQUITY | Linn Energy LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1518 | 5493007B9BM9ZXJINO78 | | DE4009151 | | LYV UN Equity | Live Nation Entertainment, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1519 | DPRBOZP0K5RM2YE8UU08 | | | | LMT US EQUITY | Lockheed Martin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1520 | WAFCR4OKGSC504WU3E95 | | NC0087443 | | LOW UN Equity | Lowe's Companies, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1521 | 2RTSLGQ89VMY18RHX631 | | | | | Manitowoc Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1522 | 1FRVQX2CRLGC1XLP5727 | | DE3395371 | | MRO US Equity | Marathon Oil Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1523 | 3BNYRYQHD39K4LCKQF12 | | DE4750998 | | MPC UN Equity | Marathon Petroleum Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1524 | 225YDZ14ZO8E1TXUSU86 | | DE2798413 | | MAR US Equity | Marriott International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1525 | 54930073HKEO6GZBSS03 | | | | 4614Z US EQUITY | Mars Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1526 | 549300XMP3KDCKJXIU47 | | DE0706226 | | MMC UN Equity | Marsh & McLennan Companies, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1527 | 5GCSNMQXHEYA1JO8QN11 | | DE0585027 | | MAS US Equity | Masco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1528 | AR5L2ODV9HN37376R084 | | DE3390142 | | MA US Equity | MasterCard Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1529 | 549300VELLG24KHTJ564 | | DE0673809 | | MAT US Equity | Mattel, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1530 | UE2136O97NLB5BYP9H04 | | | | MCD US EQUITY | McDonald's Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1531 | 549300WZWOM80UCFSF54 | | DE2417015 | | MCK US Equity | McKesson Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1532 | 4DL8C98Z5G5IXZLH3578 | | | | MWV US Equity | MeadWestvaco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1533 | D56MRZY2INAN94ZONZ37 | | | | MDT US EQUITY | Medtronic Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1534 | 4YV9Y5M8S0BRK1RP0397 | | | | MRK US EQUITY | Merck & Co Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1535 | INR2EJN1ERAN0W5ZP974 | | WA600413485 | | MSF NA Equity | Microsoft Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1536 | 54930073LBBH6ZCBE225 | | | | TAP US EQUITY | Molson Coors Brewing Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1537 | 549300DV9GIB88LZ5P30 | | VA05501796 | | KTF GF Equity | Mondelez International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1538 | NONUZEX43GHIPSVDD938 | | DE3174788 | | MON US Equity | Monsanto Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1539 | 6S552MUG6KGJVEBSEC55 | | DE0789650 | | MTLA GF Equity | Motorola Solutions, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1540 | MOM4570XTJ5YYX7JKH83 | | DE2977161 | | NG/ LN Equity | National Grid USA | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1541 | 549300VSP3RIX7FGDZ51 | | | | NEM US EQUITY | Newmont Mining Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1542 | UMI46YPGBLUE4VGNNT48 | | | | NEE UN Equity | NextEra Energy Capital Holdings, Inc.

| US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1543 | 549300Z2ZSKKGUE3J147 | | | | NKE US EQUITY | Nike Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1544 | ZHUWIE4VK4MIYES0UG62 | | IN2000033100151 | | NI UN Equity | NiSource Finance Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1545 | 7D6DIU2QXTUJRFNNJA49 | | CAC1059173 | | 7201 JT Equity | Nissan Motor Acceptance Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1546 | 02VFQXG2D1LR5ZH3K186 | | | | NBL UN Equity | Noble Energy, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1547 | 549300S3IZB5P35KNV16 | | WA178071138 | | JWN US Equity | Nordstrom, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1548 | RIMU48P07456QXSO0R61 | | | | NOC US EQUITY | Northrop Grumman Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1549 | 6B6FQLPMMKB14LX6NY57 | | | | | Novelis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1550 | 549300GGJCRSI2TIEJ46 | | | | NUE UN Equity | Nucor Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1551 | IM7X0T3ECJW4C1T7ON55 | | | | OXY US EQUITY | Occidental Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1552 | 52990006VBKYFQMQJX90 | | KvK 34311273 0000 | | OILT UD EQUITY | Oiltanking Finance B.V. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1553 | HKUPACFHSSASQK8HLS17 | | | | OMC US EQUITY | Omnicom Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1554 | 1Z4GXXU7ZHVWFCD8TV52 | | DE2457805 | | ORCL* MM Equity | Oracle Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1555 | 549300TOPQ8NG4HGVK16 | | | | | Owens Corning | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1556 | PH3S12DWZBHHQKVYZ297 | | WA177005077 | | PCAR US Equity | PACCAR Financial Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1557 | KDTEY8BWE486IKZ3CC07 | | | | PCAR US EQUITY | Paccar Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1558 | SGY07Y7FNYBNLM6Z1M11 | | OR085297-86 | | BRK/A US Equity | PacifiCorp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1559 | 5493002CONDB4N2HKI23 | | | | PH US EQUITY | Parker Hannifin Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1560 | EJCO258LNNVSKAR2JX59 | | DE2864939 | | BTU US Equity | Peabody Energy Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1561 | FJSUNZKFNQ5YPJ5OT455 | | NC0198463 | | PEP SE Equity | PepsiCo, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1562 | 765LHXWGK1KXCLTFYQ30 | | | | PFE US EQUITY | Pfizer Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1563 | 8YQ2GSDWYZXO2EDN3511 | | | | | PG&E Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1564 | HL3H1H2BGXWVG3BSWR90 | | VA0670281-5 | | PMI SE Equity | Philip Morris International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1565 | TWSEY0NEDUDCKS27AH81 | | | | | Pinnacle West Capital Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1566 | 549300N2O26NW4ST6W55 | | DE0101728 | | PBI US Equity | Pitney Bowes Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1567 | 5MRSWZYSSE4064ED3F25 | | | | | Plains Exploration & Production Co LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1568 | 549300BKPEP01R3V6C59 | | PA284424 | | PPG UN Equity | PPG Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1569 | ZU69GUVJQGZ6Z1UOOO79 | | | | PX US EQUITY | Praxair Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1570 | 6S3X7J22E861RNTJSA74 | | | | 3252Z US EQUITY | President & Fellows of Harvard College | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1571 | 2572IBTT8CCZW6AU4141 | | | | PG US EQUITY | Procter & Gamble Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1572 | 5PRBRS5FEH7NREC8OR45 | | NJ0100802453 | | PRU US Equity | Prudential Financial, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1573 | PUSS41EMO3E6XXNV3U28 | | | | PEG US EQUITY | Public Service Enterprise Group Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1574 | 123WALMHY1GZXG2YDL90 | | | | PVH UN Equity | PVH Corp. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1575 | 8MCWUBXQ0WE04KMXBX50 | | DE2249088 | | DGX UN Equity | Quest Diagnostics Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1576 | HO1QNWM0IXBZ0QSMMO20 | | | | RL UN Equity | Ralph Lauren Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1577 | YR6K3WJN0KKLUPZSNL57 | | DE0472015 | | RTN US Equity | Raytheon Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1578 | NKNQHM6BLECKVOQP7O46 | | | | RSG US EQUITY | Republic Services Group | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1579 | PQQ60KVT5SJX0ETQT497 | | | | RKT US Equity | Rock-Tenn Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1580 | VH3R4HHBHH12O0EXZJ88 | | | | ROK US Equity | Rockwell Automation, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1581 | 549300LJXD867XMVE759 | | | | ROP UN Equity | Roper Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1582 | K2NEH8QNVW44JIWK7Z55 | | C-38863 | | RCL NO Equity | Royal Caribbean Cruises Ltd. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1583 | 549300TJCKW4BRXPJ474 | | | | RPM US Equity | RPM International Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1584 | 549300VXRTBPBK07QT94 | | | | 0398293Z US EQUITY | Ruby Pipeline LLC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1585 | ZXJ6Y2OSPZXIVGRILD15 | | FL590739250 | | R US Equity | Ryder System, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1586 | 549300NKZ6VCN5P3K723 | | DE2096948 | | SWY US Equity | Safeway Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1587 | RLTHESQ0RNFQJWPBJN60 | | DE2258732 | | SGMS UW Equity | Scientific Games International, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1588 | Q0M0CZB4YN6JZ65WXI09 | | | | SEE US EQUITY | Sealed Air Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1589 | PBBKGKLRK5S5C0Y4T545 | | CAC1991515 | | SRE US Equity | Sempra Energy | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1590 | KAF673KJXD92C8KSLU49 | | | | SLGN US EQUITY | Silgan Holdings Inc [fka Silgan Corp] | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1591 | MR92GTD0MJTTTTQDVG45 | | DE2360269 | | | Simon Property Group, L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1592 | HHWAT5TDOYZMM26KKQ73 | | | | SNA US Equity | Snap-on Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1593 | 549300FC3G3YU2FBZD92 | | | | | Southern Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1594 | EFWMP121W54QV9MGOP87 | | DE4116263 | | SWN US Equity | Southwestern Energy Company | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1595 | P761FCI0CPOG24I8JE10 | | | | SPW US Equity | SPX Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1596 | 549300DJ09SMTO561131 | | | | SWK US Equity | Stanley Black & Decker, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1597 | XQM2JINI1UL7642TU573 | | | | SPLS US Equity | Staples, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1598 | 5493002F0SC4JTBU5137 | | MI148492 | | SYK US Equity | Stryker Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1599 | 549300TXO070764WUH65 | | | | SPWR US EQUITY | Sunpower Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1600 | YF6ZV0M6AU4FY94MK914 | | | | SYMC US Equity | Symantec Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1601 | 5RGWIFLMGH3YS7KWI652 | | | | SYY US Equity | Sysco Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1602 | 8WDDFXB5T1Z6J0XC1L66 | | | | TGT US Equity | Target Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1603 | 6HL0C5LCIE4TN8UZHL06 | | DE2980513 | | TRP UN Equity | TC PipeLines, LP | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1604 | UUL85LWXB4NGSWWXIQ25 | | | | TFX US Equity | Teleflex Incorporated | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1605 | YAWJZJYEQ7M1SYMOS462 | | DE2106001 | | TEX UN Equity | Terex Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1606 | CMTK1YBYNLPLIS3QLI53 | | | | TSO US EQUITY | Tesoro Petroleum | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1607 | 549300VFZ8XJ9NUPU221 | | | | | The Estee Lauder Companies | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1608 | HCHV7422L5HDJZCRFL38 | | DE0558016 | | TMO US Equity | Thermo Fisher Scientific Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1609 | KNG3XRAA0RHN9H62OK76 | | | | TWX US EQUITY | Time Warner Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1610 | B0I35MLPFXZSE70ASS73 | | | | TKR US EQUITY | Timken Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1611 | 549300V2JRLO5DIFGE82 | | DE3058821 | | DTE GF Equity | T-Mobile USA, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1612 | R1JB4KXN77XFCXOQKV49 | | DE7324254 | | TRN US Equity | Trinity Industries, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1613 | 3NWOXIHJSQCX0SM5Z749 | | DE3589359 | | TRW US Equity | TRW Automotive Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1614 | G8NWFN4YP7CR6FOP4886 | | | | | Tupperware Brands Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1615 | WD6L6041MNRW1JE49D58 | | | | TSN US Equity | Tyson Foods, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1616 | MYF1DAS6G5WY7PRWCU78 | | DE0945814 | | ULVR LN Equity | Unilever Capital Corporation | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1617 | K1OQBWM7XEOO08LDNP29 | | DE0890080 | | UAL UN Equity | United Airlines, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1618 | D01LMJZU09ULLNCY6Z23 | | | | UPS US EQUITY | United Parcel Service Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1619 | JNLUVFYJT1OZSIQ24U47 | | | | X UN Equity | United States Steel Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1620 | I07WOS4YJ0N7YRFE7309 | | | | UTX US EQUITY | United Technologies Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1621 | 549300VSXHFQVR770L55 | | DE4426189 | | | Univar Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1622 | 549300BZXZ66F6DTIF20 | | VA0016487-1 | | UVV US Equity | Universal Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1623 | 5493004XNBKB5SFUJI60 | | DE0932960 | | AAL UW Equity | US Airways, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1624 | KOO0397YRO83WY5MGD97 | | | | VRX CT Equity | Valeant Pharmaceuticals International | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1625 | 549300XTO5VR8SKV1V74 | | | | VLO US EQUITY | Valero Energy Corp | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1626 | 2S72QS2UO2OESLG6Y829 | | | | VZ US EQUITY | Verizon Communications Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1627 | CWAJJ9DJ5Z7P057HV541 | | | | VFC US EQUITY | VF Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1628 | X0ST5BPF0CZG9FE5OV61 | | | | VIA US EQUITY | Viacom Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1629 | 549300OBVCU4IRZFZ230 | | | | | Virgin Media Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1630 | CQKUMNNZVDJLRYV2PT43 | | | | | Virginia Electric & Power Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1631 | 549300JZ4OKEHW3DPJ59 | | | | V US Equity | Visa Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1632 | 549300BMOJ05INE4YK86 | | DE2669712 | | | Vornado Realty L.P. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1633 | 549300UUPJ2NXDB68M19 | | DE0911551 | | | VW Credit, Inc. | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1634 | Y87794H0US1R65VBXU25 | | | | WMT US EQUITY | Wal-Mart Stores Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1635 | 7260JQNI6SCF9FIV2392 | | | | DIS US EQUITY | Walt Disney Co | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1636 | IQN3XTJNANI73KWRED03 | | | | | Walter Energy Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1637 | 549300YX8JIID70NFS41 | | | | WM US EQUITY | Waste Management | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1638 | 3CYEJKBUJZO3UW777J80 | | DE3797582 | | | WEA Finance LLC | US | Large corporate sample | Other financial corporations | Not applicable | Not applicable LCC1639 | WHENKOULSSK7WUM60H03 | | | | WHR US EQUITY | Whirlpool Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1640 | D3W7PCXCBRQLL17DZ313 | | | | | World Fuel Services Corp | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1641 | T4VNTWMFQ7JQB65L7T35 | | DE3664441 | | WYN UN Equity | Wyndham Worldwide Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1642 | LGJNMI9GH8XIDG5RCM61 | | MN37-AA | | XEL US Equity | Xcel Energy Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1643 | 4KF48RN45X1OO8UBLY20 | | | | XRX UN Equity | Xerox Corporation | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1644 | 6EY4K7ZMF9UX1CU6KC79 | | | | XIX GF Equity | Xilinx, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1645 | 549300DF5MV96DRYLQ48 | | | | XYL US EQUITY | Xylem Inc | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1646 | 2P2YLDVPES3BXQ1FRB91 | | DE3343799 | | ZMH US Equity | Zimmer Holdings, Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1647 | 549300HD9Q1LOC9KLJ48 | | | | ZTS UN Equity | Zoetis Inc. | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1648 | 5493007CO5W5OBFG7L21 | | | | | RETAIL ESTATES NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1649 | 549300QSUNKAEBMYIR16 | | | | | RAVAGO S.A. | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1650 | 549300O3SGMD4K45DN61 | | | BE 0404621642 | | ALCATEL-LUCENT BELL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1651 | 54930031IF9XW7PCY637 | | | BE 0403992231 | | Atlas Copco Airpower | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1652 | 549300PR82EONF1NKE18 | | | BE 0473566965 | | BELFIMA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1653 | 549300UOBXCS79E82606 | | | BE 0404535431 | | Belgische Scheepvaartmaatschappij-Compagnie Maritime Belge | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1654 | 549300VSM2RG55U2QU15 | | | BE 0400853488 | | BRUSSELS AIRLINES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1655 | 5493007ZLRNTTT9B6384 | | | | | Carrefour Finance SA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1656 | 529900P0HVIO92I8AU52 | | | BE 0422362447 | | COCKERILL MAINTENANCE & INGENIERIE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1657 | 549300VWVXR1GOHG0E16 | | | BE 0425702910 | | COFELY FABRICOM sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1658 | 5493003N7PPOYDZI1G90 | | | BE 0400464795 | | COMPAGNIE D'ENTREPRISES CFE — AANNEMINGSMAATSCHAPPIJ CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1659 | 5299009GDDJ20VCTA286 | | | BE 0404411707 | | CONTINENTAL BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1660 | 549300NF0J86QSGBSV95 | | | BE 0413572663 | | DELDO AUTOBANDEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1661 | 549300KT827RUL680A73 | | | BE0428741087 | | D'IETEREN Treasury | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1662 | 5493000G720YN71E2S86 | | | BE 0435305514 | | DREDGING INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1663 | 529900YOYR5FW12UBJ80 | | | BE 0471811661 | | EDF Luminus | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1664 | 549300F203XBWYK45D98 | | | BE 0411515075 | | Emmaüs vzw | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1665 | 529900T3V512W5JEJF78 | | | BE 0406183144 | | Evonik Degussa Antwerpen | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1666 | 5493006GOR72R0ZYBN98 | | | BE 0860409202 | | EXMAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1667 | 52990071WX2UW1WNHC16 | | | BE 0402954628 | | FLUXYS BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1668 | 529900RL1B6NSLKU7P45 | | | BE 0821382439 | | FLUXYS FINANCE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1669 | 549300EL1OTYCHBFUV17 | | | BE 0442100363 | | GDF SUEZ CC SCRL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1670 | 549300AS6JDY8GAUB274 | | | BE 0831958211 | | GDF SUEZ ENERGY MANAGEMENT TRADING | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1671 | 6IM6CQKADLNCQGUEU352 | | | BE0439255986 | | GEMS Services SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1672 | 549300UFHGFY5IOON989 | | | BE 0220324117 | | Gimv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1673 | 5493004EAZQ20FYJKT70 | | | BE 0438202052 | | greif services belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1674 | 5299004FBX5DGG463D98 | | | BE 0430060188 | | HERAEUS ELECTRO — NITE INTERNATIONAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1675 | 5493002TTO3072KC6L60 | | | BE 0402220594 | | Hewlett — Packard Belgium | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1676 | 549300VI27GGJFIOCP26 | | | BE 0440113348 | | INTERNATIONAL FINANCE CENTER CFE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1677 | 5493002RVRZ1S3CPUI26 | | | BE 0428750985 | | ION BEAM APPLICATIONS S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1678 | 54930073JZQL85NE3817 | | | BE 0222343301 | | IVERLEK | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1679 | 549300YEC7519H8CBF72 | | | BE 0473587751 | | J.C. General Services CVBA | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1680 | 549300U0BLKP6Y8LPX16 | | | BE 0404778426 | | Katoen Natie | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1681 | 529900X1VAF3IXDZJ071 | | | | | LE PEIGNE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1682 | 549300ROPVHSEKEMW107 | | | BE 0807049797 | | LOCORAIL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1683 | 549300L6DOLPEQSOI005 | | | BE 0405580655 | | MATEXI afkorting van MAATSCHAPPIJ TOT EXPLOITATIE IMMOBILIEN | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1684 | 5493007JS0ZHJVBUWP18 | | | BE 0456810810 | | MOBISTAR | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1685 | 549300V3ES7BVGYNRZ58 | | | BE 0413630071 | | N.V BESIX S.A | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1686 | 529900P78BT1RIIYWY69 | | | BE 0458885719 | | NUTRECO CAPITAL | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1687 | 549300XHGK09MEWMOL68 | | | BE 0419457296 | | Ontex bvba | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1688 | 5299009CBE6VJXABZS81 | | | BE 0436410522 | | RAFFINERIE TIRLEMONTOISE — TIENSE SUIKERRAFFINADERERIJ | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1689 | 529900P4SONA6KVTRT86 | | | BE 0428343981 | | RECTICEL INTERNATIONAL SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1690 | 529900LK4T42CNH2U882 | | | BE 0434475767 | | S.B. MANAGEMENT AND SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1691 | 529900FTYUE9QOXMU884 | | | BE 0434284638 | | SAINT-GOBAIN BENELUX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1692 | 549300CCKFF44A550J72 | | | BE 0400747580 | | SARENS | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1693 | 549300JTFH1WHCEMIN40 | | | BE 0407139583 | | SD WORX | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1694 | HB7FFAZI0OMZ8PP8OE26 | | | BE 0413330856 | | Society for Worldwide Interbank Financial Telecommunication | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1695 | 213800IS5GA1OZ8RBM85 | | | BE 0473416418 | | TELENET nv | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1696 | 529900R7MYQQO8CHR962 | | | BE 0403063902 | | TOTAL BELGIUM | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1697 | 5299003N2SCVNU16O909 | | | BE 0403079441 | | Total Petrochemicals & Refining SA/NV | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1698 | 549300ZSTW3D1UXOXY91 | | | BE 0412639681 | | TRACTEBEL ENGINEERING sa | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1699 | 529900F3AIQECS8ZSV61 | | | | | UMICORE | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1700 | 549300J5X4E65PJHE355 | | | BE 0464538245 | | VPK SERVICES | BE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1701 | 5493002MUOV04NSPT571 | 2796756-1 | | | | RBC INVESTOR SERVICES TRUST | CA | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable LCC1702 | 549300G6ZUFBJVLAJQ46 | | | | | MERCURIA ENERGY TRADING SA | CH | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1703 | 5299009K1FINARYDEC72 | | | | | RENAULT FINANCE SA | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable LCC1704 | 549300WZRVQERM819Z90 | 1141987-6 | CH02039235685 | | | Schweizerische Rückversicherungs-Gesellschaft AG | CH | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable LCC1705 | 52990031Q7PCTSUSRW11 | 2820823-9 | HRB40498 | | | LBBW Dublin Management GmbH | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable LCC1706 | 529900GHE5268QPEOH13 | 2537992-6 | HRB106727 | | | LIDL IRELAND GMBH | DE | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1707 | 529900USFSZYPS075O24 | 1144838-8 | HRB3790 | | | VOLKSWAGEN FINANCIAL SERVICES AG | DE | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable LCC1708 | 549300Y5BJOTCMUYT658 | | | | | ARCELORMITTAL TREASURY SNC | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1709 | 969500KY4MRVCLM9HE48 | | | | | EDF ENERGIES NOUVELLES | FR | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1710 | 529900QI55ZLJVCMPA71 | | | | | TOTAL CAPITAL | FR | Large corporate sample | Financial corporations other than credit institutions | Not applicable | Not applicable LCC1711 | 2138006E2VG89XLORJ06 | | 02366682 | | - | YORKSHIRE WATER SERVICES LIMITED | GB | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1712 | 549300BPQYQ838KE1X51 | | | | | UNIPEC ASIA COMPANY LIMITED | HK | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1713 | 213800SKZTSE2L1BII69 | | | | | THAMES WATER UTILITIES CAYMAN FINANCE LIMITED | KY | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1714 | 0YQH6LCEF474UTUV4B96 | | KvK 34313428 0000 | | | ENEL FINANCE INTERNATIONAL N.V. | NL | Large corporate sample | Non-financial corporations | Not applicable | Not applicable LCC1715 | 4ME66GO1Q4T87C52WS37 | | KvK 33134831 0000 | | | GENERAL ELECTRIC INTERNATIONAL INC | US | Large corporate sample | Non-financial corporations | Not applicable | Not applicable GGC1 | | | | | 1310Z AR Equity | Argentina | AR | Sovereign sample | General Governments | Not applicable | Not applicable GGC2 | | | | | 1525Z AU Equity | Australia | AU | Sovereign sample | General Governments | Not applicable | Not applicable GGC3 | | | | | 1480Z AV Equity | Austria | AT | Sovereign sample | General Governments | Not applicable | Not applicable GGC4 | | | | | 43886Z BD Equity | Bangladesh | BD | Sovereign sample | General Governments | Not applicable | Not applicable GGC5 | | | | | 111136Z BB Equity | Belgium | BE | Sovereign sample | General Governments | Not applicable | Not applicable GGC6 | | | | | 1323Z BZ Equity | Brazil | BR | Sovereign sample | General Governments | Not applicable | Not applicable GGC7 | | | | | 129225Z BU Equity | Bulgaria | BG | Sovereign sample | General Governments | Not applicable | Not applicable GGC8 | | | | | 80710Z CN Equity | Canada | CA | Sovereign sample | General Governments | Not applicable | Not applicable GGC9 | | | | | 4579 3Z CI Equity | Chile | CL | Sovereign sample | General Governments | Not applicable | Not applicable GGC10 | | | | | PRCH CH Equity | China | CN | Sovereign sample | General Governments | Not applicable | Not applicable GGC11 | | | | | 1153Z CB Equity | Colombia | CO | Sovereign sample | General Governments | Not applicable | Not applicable GGC12 | | | | | 1040Z CP Equity | Czech Republic | CZ | Sovereign sample | General Governments | Not applicable | Not applicable GGC13 | | | | | 1271Z DC Equity | Denmark | DK | Sovereign sample | General Governments | Not applicable | Not applicable GGC14 | | | | | 1083Z EY Equity | Egypt | EG | Sovereign sample | General Governments | Not applicable | Not applicable GGC15 | | | | | 1000Z ET Equity | Estonia | EE | Sovereign sample | General Governments | Not applicable | Not applicable GGC16 | | | | | 1306Z FH Equity | Finland | FI | Sovereign sample | General Governments | Not applicable | Not applicable GGC17 | | | | | 223727Z FP Equity | France | FR | Sovereign sample | General Governments | Not applicable | Not applicable GGC18 | | | | | 3413Z GR Equity | Germany | DE | Sovereign sample | General Governments | Not applicable | Not applicable GGC19 | | | | | 1004Z GA Equity | Greece | GR | Sovereign sample | General Governments | Not applicable | Not applicable GGC20 | | | | | 1182Z HB Equity | Hungary | HU | Sovereign sample | General Governments | Not applicable | Not applicable GGC21 | | | | | 1504Z IN Equity | India | IN | Sovereign sample | General Governments | Not applicable | Not applicable GGC22 | | | | | 1133Z IJ Equity | Indonesia | ID | Sovereign sample | General Governments | Not applicable | Not applicable GGC23 | | | | | 1266Z ID Equity | Ireland | IE | Sovereign sample | General Governments | Not applicable | Not applicable GGC24 | | | | | 3343943Z IT Equity | Israel | IL | Sovereign sample | General Governments | Not applicable | Not applicable GGC25 | | | | | 2103Z IM Equity | Italy | IT | Sovereign sample | General Governments | Not applicable | Not applicable GGC26 | | | | | JAPZ JP Equity | Japan | JP | Sovereign sample | General Governments | Not applicable | Not applicable GGC27 | | | | | 1001Z KN Equity | Kenya | KE | Sovereign sample | General Governments | Not applicable | Not applicable GGC28 | | | | | 3344 606Z LR Equity | Latvia | LV | Sovereign sample | General Governments | Not applicable | Not applicable GGC29 | | | | | 1092Z LH Equity | Lithuania | LT | Sovereign sample | General Governments | Not applicable | Not applicable GGC30 | | | | | 1110Z LX Equity | Luxembourg | LU | Sovereign sample | General Governments | Not applicable | Not applicable GGC31 | | | | | 1124Z MK Equity | Malaysia | MY | Sovereign sample | General Governments | Not applicable | Not applicable GGC32 | | | | | 5753Z US Equity | Malta | MT | Sovereign sample | General Governments | Not applicable | Not applicable GGC33 | | | | | 1426Z MM Equity | Mexico | MX | Sovereign sample | General Governments | Not applicable | Not applicable GGC34 | | | | | 1096Z MC Equity | Morocco | MA | Sovereign sample | General Governments | Not applicable | Not applicable GGC35 | | | | | 1533Z NA Equity | Netherlands | NL | Sovereign sample | General Governments | Not applicable | Not applicable GGC36 | | | | | 46443Z NZ Equity | New Zealand | NZ | Sovereign sample | General Governments | Not applicable | Not applicable GGC37 | | | | | 1233Z NO Equity | Norway | NO | Sovereign sample | General Governments | Not applicable | Not applicable GGC38 | | | | | 279379Z PM Equity | Philippines | PH | Sovereign sample | General Governments | Not applicable | Not applicable GGC39 | | | | | 1084Z PW Equity | Poland | PL | Sovereign sample | General Governments | Not applicable | Not applicable GGC40 | | | | | 1174Z PL Equity | Portugal | PT | Sovereign sample | General Governments | Not applicable | Not applicable GGC41 | | | | | 1089Z RO Equity | Romania | RO | Sovereign sample | General Governments | Not applicable | Not applicable GGC42 | | | | | 4458Z RU Equity | Russia | RU | Sovereign sample | General Governments | Not applicable | Not applicable GGC43 | | | | | 3344642Z AB Equity | Saudi Arabia | SA | Sovereign sample | General Governments | Not applicable | Not applicable GGC44 | | | | | 1545Z SP Equity | Singapore | SG | Sovereign sample | General Governments | Not applicable | Not applicable GGC45 | | | | | 1023Z SK Equity | Slovakia | SK | Sovereign sample | General Governments | Not applicable | Not applicable GGC46 | | | | | 1091Z SV Equity | Slovenia | SI | Sovereign sample | General Governments | Not applicable | Not applicable GGC47 | | | | | 50184Z SJ Equity | South Africa | ZA | Sovereign sample | General Governments | Not applicable | Not applicable GGC48 | | | | | ROKZ KS Equity | South Korea | KR | Sovereign sample | General Governments | Not applicable | Not applicable GGC49 | | | | | 1841Z SM Equity | Spain | ES | Sovereign sample | General Governments | Not applicable | Not applicable GGC50 | | | | | 204283Z EK Equity | Sudan | SD | Sovereign sample | General Governments | Not applicable | Not applicable GGC51 | | | | | 1179Z SS Equity | Sweden | SE | Sovereign sample | General Governments | Not applicable | Not applicable GGC52 | | | | | 344758Z SW Equity | Switzerland | CH | Sovereign sample | General Governments | Not applicable | Not applicable GGC53 | | | | | 116657Z TT Equity | Taiwan | TW | Sovereign sample | General Governments | Not applicable | Not applicable GGC54 | | | | | 1179Z TB Equity | Thailand | TH | Sovereign sample | General Governments | Not applicable | Not applicable GGC55 | | | | | 114144Z TI Equity | Turkey | TR | Sovereign sample | General Governments | Not applicable | Not applicable GGC56 | | | | | 1089Z UZ Equity | Ukraine | UA | Sovereign sample | General Governments | Not applicable | Not applicable GGC57 | | | | | 3344698Z UH Equity | United Arab Emirates | AE | Sovereign sample | General Governments | Not applicable | Not applicable GGC58 | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Not applicable | Not applicable GGC58 | | | | | 6152Z LN Equity | United Kingdom | GB | Sovereign sample | General Governments | Not applicable | Not applicable GGC59 | | | | | 6152Z LN Equity | United States | US | Sovereign sample | General Governments | Not applicable | Not applicable GGC60 | | | | | 1069Z VC Equity | Venezuela | VE | Sovereign sample | General Governments | Not applicable | Not applicable GGC61 | | | | | 231715Z VN Equity | Vietnam | VN | Sovereign sample | General Governments | Not applicable | Not applicable GGC62 | ZTMSNXROF84AHWJNKQ93 | | | | | INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT | US | Sovereign sample | General Governments | Not applicable | Not applicable GGC63 | QKL54NQY28TCDAI75F60 | | | | | INTERNATIONAL FINANCE CORPORATION | US | Sovereign sample | General governments | Not applicable | Not applicable CIC1 | BFXS5XCH7N0Y05NIXW11 | | | | 3531454Z NA EQUITY | ABN Amro | NL | Institutions sample | Credit institutions | Not applicable | Not applicable CIC2 | | | | CNE100000Q43 | 1288 HK EQUITY | Agricultural Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable CIC3 | 3U8WV1YX2VMUHH7Z1Q21 | | | IE0000197834 | ALBK ID EQUITY | ALLIED IRISH BANKS PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC4 | 5299009N55YRQC69CN08 | | | GRS015013006 | ALPHA GA EQUITY | Alpha Bank | GR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC5 | JHE42UYNWWTJB8YTTU19 | | | AU000000ANZ3 | ANZ AU EQUITY | ANZ | AU | Institutions sample | Credit institutions | Not applicable | Not applicable CIC6 | 549300CTUU1RFXHQJE44 | | | US0594603039 | BBD US EQUITY | Banco Bradesco | BR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC7 | JU1U6S0DG9YLT7N8ZV32 | | | PTBCP0AM0007 | BCP PL EQUITY | BANCO COMERCIAL PORTUGUÊS, SA (BCP OR MILLENNIUM BCP) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable CIC8 | QE0Q0253K88YAGNPE356 | | | BRBBASACNOR3 | BBAS3 BZ EQUITY | Banco Do Brasil | BR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC9 | 5493006P8PDBI8LC0O96 | | | IT0005002883 | BP IM EQUITY | Banco Popolare | IT | Institutions sample | Credit institutions | Not applicable | Not applicable CIC10 | 9DJT3UXIJIZJI4WXO774 | | | US0605051046 | BAC US EQUITY | Bank of America Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC11 | 54930053HGCFWVHYZX42 | | | CNE1000001Z5 | 3988 HK EQUITY | Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable CIC12 | | | | CNE100000205 | 3328 HK EQUITY | Bank of Communications | CN | Institutions sample | Credit institutions | Not applicable | Not applicable CIC13 | CO6GC26LCGGRTUESIP55 | | | HK0023000190 | 23 HK EQUITY | Bank of East Asia Ltd. | HK | Institutions sample | Credit institutions | Not applicable | Not applicable CIC14 | Q2GQA2KF6XJ24W42G291 | | | IE0030606259 | BKIR ID EQUITY | BANK OF IRELAND | IE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC15 | NQQ6HPCNCCU6TUTQYE16 | | | CA0636711016 | BMO CN EQUITY | Bank of Montreal | CA | Institutions sample | Credit institutions | Not applicable | Not applicable CIC16 | WFLLPEPC7FZXENRZV188 | | | US0640581007 | BK US EQUITY | Bank of New York Mellon Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC17 | L3I9ZG2KFGXZ61BMYR72 | | | CA0641491075 | BNS CN EQUITY | Bank of Nova Scotia | CA | Institutions sample | Credit institutions | Not applicable | Not applicable CIC18 | 549300685QG7DJS55M76 | | | ES0113307021 | BKIA SM EQUITY | Bankia | ES | Institutions sample | Credit institutions | Not applicable | Not applicable CIC19 | VWMYAEQSTOPNV0SUGU82 | | | ES0113679I37 | BKT SM EQUITY | BANKINTER | ES | Institutions sample | Credit institutions | Not applicable | Not applicable CIC20 | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Not applicable | Not applicable CIC20 | G5GSEF7VJP5I7OUK5573 | | | GB0031348658 | BARC LN EQUITY | Barclays Plc | GB | Institutions sample | Credit institutions | Not applicable | Not applicable CIC21 | VDYMYTQGZZ6DU0912C88 | 1103165-5 | | | BLGZ GR EQUITY | Bayerische Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC22 | K8MS7FD7N5Z2WQ51AZ71 | | | ES0113211835 | BBVA SM EQUITY | BBVA | ES | Institutions sample | Credit institutions | Not applicable | Not applicable CIC23 | A5GWLFH3KM7YV2SFQL84 | | | | CCBG BB EQUITY | Belfius (Ex-Dexia bank) | BE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC24 | R0MUWSFPU8MPRO8K5P83 | | | FR0000131104 | BNP FP EQUITY | BNP Paribas | FR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC25 | 9695005MSX1OYEMGDF46 | | | | 3692594z fp equity | BPCE | FR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC26 | 7CUNS533WID6K7DGFI87 | | | ES0140609019 | CABK SM EQUITY | CaixaBank | ES | Institutions sample | Credit institutions | Not applicable | Not applicable CIC27 | 2IGI19DL77OX0HC3ZE78 | | | CA1360691010 | CM CN EQUITY | Canadian Imperial Bank of Commerce | CA | Institutions sample | Credit institutions | Not applicable | Not applicable CIC28 | | | | CNE1000001Q4 | 998 HK EQUITY | China CITIC Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable CIC29 | 5493001KQW6DM7KEDR62 | | | CNE1000002H1 | 939 HK EQUITY | China Construction | CN | Institutions sample | Credit institutions | Not applicable | Not applicable CIC30 | | | | CNE100000SL4 | 601818 CH EQUITY | China Everbright Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable CIC31 | 549300MKO5B60FFIHF58 | | | CNE1000002M1 | 3968 HK EQUITY | China Merchants Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable CIC32 | 549300HBUGSQD1VCXG94 | | | CNE100000HF9 | 1988 HK EQUITY | China Minsheng Banking Corp., Ltd. | CN | Institutions sample | Credit institutions | Not applicable | Not applicable CIC33 | 6SHGI4ZSSLCXXQSBB395 | | | US1729674242 | C US EQUITY | Citigroup | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC34 | 851WYGNLUQLFZBSYGB56 | 1106139-7 | | DE000CBK1001 | CBK GY EQUITY | Commerzbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC35 | MSFSBD3QN1GSN7Q6C537 | | | AU000000CBA7 | CBA AU EQUITY | Commonwealth | AU | Institutions sample | Credit institutions | Not applicable | Not applicable CIC36 | 969500TJ5KRTCJQWXH05 | | | FR0000045072 | ACA FP EQUITY | Crédit Agricole | FR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC37 | 9695000CG7B84NLR5984 | | | | CMUT FP EQUITY | Crédit Mutuel | FR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC38 | ANGGYXNX0JLX3X63JN86 | | | CH0012138530 | CSGN VX EQUITY | Credit Suisse | CH | Institutions sample | Credit institutions | Not applicable | Not applicable CIC39 | MAES062Z21O4RZ2U7M96 | | | DK0010274414 | DANSKE DC EQUITY | Danske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable CIC40 | 7LTWFZYICNSX8D621K86 | 1106989-5 | | DE0005140008 | DBk GY EQUITY | Deutsche Bank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC41 | 549300GKFG0RYRRQ1414 | | | NO0010031479 | DNB NO EQUITY | DNB NOR | NO | Institutions sample | Credit institutions | Not applicable | Not applicable CIC42 | 529900HNOAA1KXQJUQ27 | 1107041-4 | | DE0008343104 | DGBK GR EQUITY | DZ BANK AG Deutsche Zentral-Genossenschaftsbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC43 | JEUVK5RWVJEN8W0C9M24 | | | GRS323003004 | EUROB GA EQUITY | EFG EUROBANK ERGASIAS | GR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC44 | PQOH26KWDF7CG10L6792 | | | AT0000652011 | EBS AV EQUITY | Erste Group Bank AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable CIC45 | 549300GGF3CSCFS5UT61 | | | PTBES0AM0007 | BES PL EQUITY | ESPÍRITO SANTO FINANCIAL GROUP, SA (ESFG) | PT | Institutions sample | Credit institutions | Not applicable | Not applicable CIC46 | THRNG6BD57P9QWTQLG42 | | | US3167731005 | FITB US EQUITY | Fifth Third Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC47 | 784F5XWPLTWKTBV3E584 | | | US38141G1040 | GS US EQUITY | Goldman Sachs Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC48 | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Not applicable | Not applicable CIC48 | MLU0ZO3ML4LN2LL2TL39 | | | GB0005405286 | HSBA LN EQUITY | HSBC Holdings | GB | Institutions sample | Credit institutions | Not applicable | Not applicable CIC49 | | | | CNE000001QZ7 | 601166 CH EQUITY | Industrial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable CIC50 | 5493002ERZU2K9PZDL40 | | | CNE1000003G1 | 1398 HK EQUITY | Industrial Commercial Bank of China | CN | Institutions sample | Credit institutions | Not applicable | Not applicable CIC51 | 3TK20IVIUJ8J3ZU0QE75 | | | NL0000303600 | INGA NA EQUITY | ING | NL | Institutions sample | Credit institutions | Not applicable | Not applicable CIC52 | 2W8N8UU78PMDQKZENC08 | | | IT0000072618 | ISP IM EQUITY | Intesa | IT | Institutions sample | Credit institutions | Not applicable | Not applicable CIC53 | 635400DTNHVYGZODKQ93 | | | | ILOA ID EQUITY | Permanent TSB Group Holdings Plc | IE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC54 | BZO2P8KHO2O10H5QQ663 | | | BRITUBACNPR1 | ITUB4 BZ EQUITY | Itaú Unibanco Holding | BR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC55 | 8I5DZWZKVSZI1NUHU748 | | | US46625H1005 | JPM US EQUITY | JPMorgan Chase & Co.

| US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC56 | 3M5E1GQGKL17HI6CPN30 | | | DK0010307958 | JYSK DC EQUITY | Jyske Bank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable CIC57 | 213800X3Q9LSAKRUWY91 | | | BE0003565737 | KBC BB EQUITY | KBC | BE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC58 | 549300XXMOJSIW8P4769 | | | KR7060000007 | 060000 KS EQUITY | Kookmin Bank | KR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC59 | B81CK4ESI35472RHJ606 | 1001144-3 | | | 2525Z GR EQUITY | Landesbank Baden-Württemberg | DE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC60 | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable CIC60 | 549300PPXHEU2JF0AM85 | | | GB0008706128 | LLOY LN EQUITY | Lloyds Banking Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable CIC61 | 4ZHCHI4KYZG2WVRT8631 | | | AU000000MQG1 | MQG AU EQUITY | Macquarie | AU | Institutions sample | Credit institutions | Not applicable | Not applicable CIC62 | PSNL19R2RXX5U3QWHI44 | | | IT0000062957 | mb im equity | Mediobanca SpA | IT | Institutions sample | Credit institutions | Not applicable | Not applicable CIC63 | | | | JP3902900004 | 8306 JP EQUITY | Mitsubishi UFJ Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable CIC64 | RB0PEZSDGCO3JS6CEU02 | | | JP3885780001 | 8411 JP EQUITY | Mizuho Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable CIC65 | J4CP7MHCXR8DAQMKIL78 | | | IT0001334587 | BMPS IM EQUITY | Monte Dei Paschi | IT | Institutions sample | Credit institutions | Not applicable | Not applicable CIC66 | IGJSJL3JD5P30I6NJZ34 | | | US6174464486 | MS US EQUITY | Morgan Stanley | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC67 | F8SB4JFBSYQFRQEH3Z21 | | | AU000000NAB4 | NAB AU EQUITY | National Australia Bank | AU | Institutions sample | Credit institutions | Not applicable | Not applicable CIC68 | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Not applicable | Not applicable CIC68 | 549300XFX12G42QIKN82 | | | | 0916972D LN EQUITY | Nationwide Building Society | GB | Institutions sample | Credit institutions | Not applicable | Not applicable CIC69 | 549300B3CEAHYG7K8164 | | | JP3762600009 | 8604 JP EQUITY | Nomura Holdings | JP | Institutions sample | Credit institutions | Not applicable | Not applicable CIC70 | DSNHHQ2B9X5N6OUJ1236 | 1124864-8 | | | 2531Z GR EQUITY | Norddeutsche Landesbank | DE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC71 | 6SCPQ280AIY8EP3XFW53 | | | SE0000427361 | NDA SS EQUITY | Nordea | SE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC72 | 549300GLF98S992BC502 | | | US6658591044 | NTRS US EQUITY | Northern Trust Corp. | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC73 | 7437003B5WFBOIEFY714 | | | | | OP Osuuskunta | FI | Institutions sample | Credit institutions | Not applicable | Not applicable CIC74 | CFGNEKW0P8842LEUIA51 | | | US6934751057 | PNC US EQUITY | PNC Financial Services Group | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC75 | DG3RU1DBUFHT4ZF9WN62 | | | | 682055Z NA EQUITY | Rabobank | NL | Institutions sample | Credit institutions | Not applicable | Not applicable CIC76 | EVOYOND2GGP3UHGGE885 | | | AT0000606306 | RBI AV EQUITY | Raiffeisen Zentralbank Österreich AG | AT | Institutions sample | Credit institutions | Not applicable | Not applicable CIC77 | ES7IP3U3RHIGC71XBU11 | | | CA7800871021 | RY CN EQUITY | Royal Bank of Canada | CA | Institutions sample | Credit institutions | Not applicable | Not applicable CIC78 | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Not applicable | Not applicable CIC78 | 2138005O9XJIJN4JPN90 | | | GB00B7T77214 | RBS LN EQUITY | Royal Bank of Scotland | GB | Institutions sample | Credit institutions | Not applicable | Not applicable CIC79 | 5493006QMFDDMYWIAM13 | | | ES0113900J37 | SAN SM EQUITY | Santander | ES | Institutions sample | Credit institutions | Not applicable | Not applicable CIC80 | 549300WE6TAF5EEWQS81 | | | RU0009029540 | SBER RX EQUITY | Sberbank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable CIC81 | F3JS33DEI6XQ4ZBPTN86 | | | SE0000148884 | SEBA SS EQUITY | SEB | SE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC82 | | | | CNE0000011B7 | 600000 CH EQUITY | Shanghai Pudong Development Bank | CN | Institutions sample | Credit institutions | Not applicable | Not applicable CIC83 | O2RNE8IBXP4R0TD8PU41 | | | FR0000130809 | GLE FP EQUITY | Société Générale | FR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC84 | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable CIC84 | U4LOSYZ7YG4W3S5F2G91 | | | GB0004082847 | STAN LN EQUITY | Standard Chartered Group | GB | Institutions sample | Credit institutions | Not applicable | Not applicable CIC85 | 5493001JZ37UBBZF6L49 | | | INE062A01012 | SBIN IN EQUITY | State Bank of India | IN | Institutions sample | Credit institutions | Not applicable | Not applicable CIC86 | 549300ZFEEJ2IP5VME73 | | | US8574771031 | STT US EQUITY | State Street Corp | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC87 | | | | JP3890350006 | 8316 JP EQUITY | Sumitomo Mitsui Financial Group | JP | Institutions sample | Credit institutions | Not applicable | Not applicable CIC88 | 7E1PDLW1JL6TS0BS1G03 | | | US8679141031 | STI US EQUITY | SunTrust Banks Inc. | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC89 | NHBDILHZTYCNBV5UYZ31 | | | SE0000193120 | SHBA SS EQUITY | Svenska Handelsbanken | SE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC90 | M312WZV08Y7LYUC71685 | | | SE0000242455 | SWEDA SS EQUITY | Swedbank | SE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC91 | GP5DT10VX1QRQUKVBK64 | | | DK0010311471 | SYDB DC EQUITY | Sydbank | DK | Institutions sample | Credit institutions | Not applicable | Not applicable CIC92 | | | | | NORZ JP EQUITY | The Norinchukin Bank | JP | Institutions sample | Credit institutions | Not applicable | Not applicable CIC93 | PT3QB789TSUIDF371261 | | | CA8911605092 | TD CN EQUITY | Toronto-Dominion Bank | CA | Institutions sample | Credit institutions | Not applicable | Not applicable CIC94 | N1GZ7BBF3NP8GI976H15 | | | US9029733048 | USB US EQUITY | U.S. Bancorp | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC95 | 81560097964CBDAED282 | | | | UBI IM EQUITY | UBI Banca | IT | Institutions sample | Credit institutions | Not applicable | Not applicable CIC96 | BFM8T61CT2L1QCEMIK50 | | | CH0024899483 | UBSN VX EQUITY | UBS | CH | Institutions sample | Credit institutions | Not applicable | Not applicable CIC97 | 549300TRUWO2CD2G5692 | | | IT0004781412 | UCG IM EQUITY | Unicredit | IT | Institutions sample | Credit institutions | Not applicable | Not applicable CIC98 | IO66REGK3RCBAMA8HR66 | | | SG1M31001969 | UOB SP EQUITY | United Overseas Bank Ltd. | SG | Institutions sample | Credit institutions | Not applicable | Not applicable CIC99 | | | | RU000A0JP5V6 | VTBR RX EQUITY | VTB Bank | RU | Institutions sample | Credit institutions | Not applicable | Not applicable CIC100 | PBLD0EJDB5FWOLXP3B76 | | | US9497461015 | WFC US EQUITY | Wells Fargo & Company | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC101 | EN5TNI6CI43VEPAMHL14 | | | AU000000WBC1 | WBC AU EQUITY | Westpac | AU | Institutions sample | Credit institutions | Not applicable | Not applicable CIC102 | | | | KR7053000006 | 053000 ks equity | Woori Finance Holding | KR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC103 | 2138002Y3WMK6RZS8H90 | | | | | NATIONAL BANK OF ABU DHABI | AE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC104 | A6NZLYKYN1UV7VVGFX65 | | | BE 0404453574 | | Argenta Spaarbank NV/SA | BE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC105 | 529900WPR59SSV2AOJ29 | | | BE 0414392710 | | BNP Paribas Fortis Factor | BE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC106 | KGCEPHLVVKVRZYO1T647 | | | BE 0403199702 | | BNP PARIBAS FORTIS SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC107 | 549300OZ46BRLZ8Y6F65 | | | BE 0429875591 | | Euroclear Bank SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC108 | JLS56RAMYQZECFUF2G44 | | | BE 0403200393 | | ING BELGIUM SA/NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC109 | 5493008QOCP58OLEN998 | | | BE 0404453475 | | Investar | BE | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable CIC110 | 6B2PBRV1FCJDMR45RZ53 | | | BE 0462920226 | | KBC BANK NV | BE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC111 | Q5BP2UEQ48R75BOTCB92 | | | | | Ceskoslovenska obchodni banka as | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable CIC112 | KR6LSKV3BTSJRD41IF75 | 2900164-1 | 64948242 | | | UNICREDIT CZ/SK PRA | CZ | Institutions sample | Credit institutions | Not applicable | Not applicable CIC113 | 2ZCNRR8UK83OBTEK2170 | 1103210-9 | HRB42148 | | | Unicredit Bank AG | DE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC114 | 529900GJD3OQLRZCKW37 | 1134792-9 | HRB1819 | | | VOLKSWAGEN BANK GMBH | DE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC115 | CXW2O4H2U3MBVXMY1773 | | | | | NORDEA BANK FINLAND PLC | FI | Institutions sample | Credit institutions | Not applicable | Not applicable CIC116 | 969500VHCVGOH0RM3X42 | | | | | AXA CORPORATE SOLUTIONS ASSURANCE | FR | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable CIC117 | 549300WCGB70D06XZS54 | | | | | BNP Paribas Securities Services | FR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC118 | 1VUV7VQFKUOQSJ21A208 | | | | | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK | FR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC119 | F4G136OIPBYND1F41110 | | | | | DEXIA CREDIT LOCAL | FR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC120 | KX1WK48MPD4Y2NCUIZ63 | | | | | NATIXIS SA | FR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC121 | QP3XKRKS0CX2T3O07L95 | | 02857033 | | - | CARGILL GLOBAL FUNDING PLC | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable CIC122 | 549300ZT0RVWCG8T4L55 | | 03196171 | | - | CLERICAL MEDICAL INVESTMENT GROUP LTD | GB | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable CIC123 | TXDSU46SXBWIGJ8G8E98 | | 00995939 | | - | RBC EUROPE | GB | Institutions sample | Credit institutions | Not applicable | Not applicable CIC124 | 0LC1OXN013FUKQASJB58 | 1466050-0 | | | | ROYAL BANK OF CANADA (CHANNEL ISLAND) LIMITED | GG | Institutions sample | Credit institutions | Not applicable | Not applicable CIC125 | 2HI3YI5320L3RW6NJ957 | 1116658-4 | | | | THE HONGKONG AND SHA | HK | Institutions sample | Credit institutions | Not applicable | Not applicable CIC126 | N1FBEDJ5J41VKZLO2475 | | | | 3445100Z ID Equity | CITIBANK EUROPE PLC | IE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC127 | HRRVUBV0XN84YQZT6245 | | | XS0227637500 | | DEPFA BANK PLC-DUBLIN HEAD OFFICE | IE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC128 | EQYXK86SF381Q21S3020 | | | | 3459384Z LN Equity | MERRILL LYNCH INTERNATIONAL BANK LIMITED | IE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC129 | 549300F99IL9YJDWH369 | 1105105-9 | | | | HSBC BANK MIDDLE EAST LIMITED | JE | Institutions sample | Credit institutions | Not applicable | Not applicable CIC130 | C3GTMMZIHMY46P4OIX74 | 1123361-6 | 019901008846 | | | THE BANK OF TOKYO-MITSUBISHI UFJ LTD-TOKYO HEAD OFFICE | JP | Institutions sample | Credit institutions | Not applicable | Not applicable CIC131 | 549300OL514RA0SXJJ44 | | B9248 | | | CLEARSTREAM BANKING S.A. | LU | Institutions sample | Credit institutions | Not applicable | Not applicable CIC132 | 5493006YXS1U5GIHE750 | | | | | European Investment Bank | LU | Institutions sample | Credit institutions | Not applicable | Not applicable CIC133 | 549300X34UUBDEUL1Z91 | | | | XHB GR EQUITY | HSBC BANK MALTA PLC | MT | Institutions sample | Credit institutions | Not applicable | Not applicable CIC134 | G8ZTNESVNKW4NN761W05 | | KvK 33170459 0000 | | | ABN AMRO CLEARING BANK NV | NL | Institutions sample | Financial corporations other than credit institutions | Not applicable | Not applicable CIC135 | X3CZP3CK64YBHON1LE12 | | KvK 33002587 1594 | | | THE ROYAL BANK OF SCOTLAND NV-AMSTERDAM HEAD OFFICE | NL | Institutions sample | Credit institutions | Not applicable | Not applicable CIC136 | HZSN7FQBPO5IEWYIGC72 | | | | | ANZ BANK NEW ZEALAND LTD-AUCKLAND HEAD OFFICE | NZ | Institutions sample | Credit institutions | Not applicable | Not applicable CIC137 | 54930044PULMORCKB765 | | | | | SAUDI ARABIAN MONETARY AGENCY | SA | Institutions sample | Central banks | Not applicable | Not applicable CIC138 | CWZ8NZDH5SKY12Q4US31 | | | | | Citibank AS | TR | Institutions sample | Credit institutions | Not applicable | Not applicable CIC139 | B4TYDEB6GKMZO031MB27 | | | | | Bank of America NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC140 | HPFHU0OQ28E4N0NFVK49 | | | | | BANK OF NEW YORK MELLON | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC141 | E57ODZWZ7FF32TWEFA76 | | | | | Citibank NA | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC142 | 7H6GLXDRUGQFU57RNE97 | | KvK 33278302 0000 | | | JPMorgan Chase Bank N | US | Institutions sample | Credit institutions | Not applicable | Not applicable CIC143 | 571474TGEMMWANRLN572 | 1203023-5 | | | | STATE STREET BANK AND TRUST COMPANY BOSTON — MASSACHUSETTS | US | Institutions sample | Credit institutions | Not applicable | Not applicable C 102.00 — Definition of Low Default Portfolios Portfolio ID | Portfolio name | Geographical area | Exposure class | Default status | Rating | Type of facility | Collateralisation status | NACE code | Sector of counterparty | Size of counterparty | Collateral type | Type of exposures | Size of exposure ---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 LCS0001 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 1 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS0002 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 2 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS0003 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 3 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS0004 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 4 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS0005 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 5 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS0006 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 6 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS0007 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 7 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS0008 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 8 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS0009 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 9 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00010 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 10 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00011 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 11 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00012 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 12 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00013 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 13 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00014 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 14 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00015 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 15 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00016 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 16 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00017 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 17 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00018 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 18 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00019 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 19 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00020 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 20 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00021 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 21 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00022 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 22 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00023 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 23 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00024 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 24 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00025 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 25 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00026 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 26 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00027 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 27 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00028 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 28 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00029 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 29 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00030 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Rating 30 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00031 | Large corporate sample | Not applicable | Not applicable | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00032 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00033 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Drawn credit facility | Exposures with funded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Eligible financial collateral | Not applicable | Not applicable LCS00034 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Drawn credit facility | Exposures with funded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Other eligible collateral: Receivables | Not applicable | Not applicable LCS00035 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Drawn credit facility | Exposures with funded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Other eligible collateral: Residential Real estate | Not applicable | Not applicable LCS00036 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Drawn credit facility | Exposures with funded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable LCS00037 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Drawn credit facility | Exposures with funded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Other eligible collateral: Physical collateral | Not applicable | Not applicable LCS00038 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Drawn credit facility | Exposures with funded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Other funded credit protection | Not applicable | Not applicable LCS00039 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Drawn credit facility | Exposures with unfunded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Unfunded credit protection | Not applicable | Not applicable LCS00040 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00041 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00042 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00043 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00044 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00045 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00046 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00047 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00048 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00049 | Large corporate sample | EU | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Non-financial corporations | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00050 | Large corporate sample | EU | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Other financial corporations | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00051 | Large corporate sample | NON-EU | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Non-financial corporations | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00052 | Large corporate sample | NON-EU | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Other financial corporations | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LCS00053 | Large corporate sample | Not applicable | Not applicable | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00001 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 1 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00002 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 2 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00003 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 3 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00004 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 4 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00005 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 5 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00006 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 6 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00007 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 7 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00008 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 8 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00009 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 9 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00010 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 10 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00011 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 11 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00012 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 12 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00013 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 13 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00014 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 14 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00015 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 15 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00016 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 16 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00017 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 17 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00018 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 18 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00019 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 19 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00020 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 20 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00021 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 21 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00022 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 22 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00023 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 23 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00024 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 24 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00025 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 25 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00026 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 26 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00027 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 27 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00028 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 28 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00029 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 29 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00030 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Rating 30 | Drawn credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00031 | Large corporate | Not applicable | Corporates — Other | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00032 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Drawn credit facility | Exposures without credit protection | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00033 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Drawn credit facility | Exposures with funded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Eligible financial collateral | Not applicable | Not applicable LC00034 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Drawn credit facility | Exposures with funded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Other eligible collateral: Receivables | Not applicable | Not applicable LC00035 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Drawn credit facility | Exposures with funded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Other eligible collateral: Residential Real estate | Not applicable | Not applicable LC00036 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Drawn credit facility | Exposures with funded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Other eligible collateral: Commercial Real estate | Not applicable | Not applicable LC00037 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Drawn credit facility | Exposures with funded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Other eligible collateral: Physical collateral | Not applicable | Not applicable LC00038 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Drawn credit facility | Exposures with funded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Other funded credit protection | Not applicable | Not applicable LC00039 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Drawn credit facility | Exposures with unfunded credit protection | Not applicable | Not applicable | >EUR 200 mln. | Unfunded credit protection | Not applicable | Not applicable LC00040 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Undrawn committed revolving credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00041 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Undrawn committed term credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00042 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Note issuance facility (NIF) and revolving underwriting facility (RUF) | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00043 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Undrawn committed credit facility | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00044 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Undrawn uncommitted credit lines | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00045 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00046 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Issued short term letter of credit and other medium-risk off-balance sheet items | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00047 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Issued warranties and indemnities, guarantees, irrevocable stand-by letter of credit and documentary credit | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00048 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Other facilities | Not applicable | Not applicable | Not applicable | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00049 | Large corporate | EU | Corporates — Other | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Non-financial corporations | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00050 | Large corporate | EU | Corporates — Other | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Other financial corporations | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00051 | Large corporate | NON-EU | Corporates — Other | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Non-financial corporations | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00052 | Large corporate | NON-EU | Corporates — Other | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Other financial corporations | >EUR 200 mln. | Not applicable | Not applicable | Not applicable LC00053 | Large corporate | Not applicable | Corporates — Other | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

| Not applicable | Not applicable | Not applicable GG00001 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 1 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00002 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 2 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00003 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 3 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00004 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 4 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00005 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 5 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00006 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 6 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00007 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 7 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00008 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 8 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00009 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 9 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00010 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 10 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00011 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 11 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00012 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 12 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00013 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 13 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00014 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 14 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00015 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 15 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00016 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 16 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00017 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 17 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00018 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 18 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00019 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 19 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00020 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 20 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00021 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 21 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00022 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 22 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00023 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 23 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00024 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 24 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00025 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 25 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00026 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 26 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00027 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 27 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00028 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 28 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00029 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 29 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00030 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Rating 30 | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00031 | Sovereign | Not applicable | Central governments and central banks | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable GG00032 | Sovereign | Not applicable | Central governments and central banks | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Central banks and central governments | Not applicable | Not applicable | Not applicable | Not applicable CI00001 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 1 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00002 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 2 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00003 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 3 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00004 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 4 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00005 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 5 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00006 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 6 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00007 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 7 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00008 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 8 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00009 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 9 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00010 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 10 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00011 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 11 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00012 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 12 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00013 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 13 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00014 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 14 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00015 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 15 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00016 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 16 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00017 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 17 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00018 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 18 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00019 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 19 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00020 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 20 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00021 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 21 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00022 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 22 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00023 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 23 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00024 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 24 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00025 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 25 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00026 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 26 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00027 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 27 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00028 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 28 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00029 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 29 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00030 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 30 | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00031 | Institutions | Not applicable | Institutions | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable CI00032 | Institutions | Not applicable | Institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Credit institutions | Not applicable | Not applicable | Not applicable | Not applicable FC00001 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 1 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00002 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 2 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00003 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 3 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00004 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 4 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00005 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 5 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00006 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 6 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00007 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 7 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00008 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 8 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00009 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 9 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00010 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 10 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00011 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 11 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00012 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 12 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00013 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 13 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00014 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 14 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00015 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 15 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00016 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 16 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00017 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 17 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00018 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 18 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00019 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 19 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00020 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 20 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00021 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 21 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00022 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 22 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00023 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 23 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00024 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 24 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00025 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 25 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00026 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 26 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00027 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 27 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00028 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 28 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00029 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 29 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00030 | Institutions | Not applicable | Institutions | Non-defaulted | Rating 30 | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00031 | Institutions | Not applicable | Institutions | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable FC00032 | Institutions | Not applicable | Institutions | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Other financial corporations | Not applicable | Not applicable | Not applicable | Not applicable C 103.00 — Definition of High Default Portfolios Portfolio ID | Portfolio name | Geographical area | Exposure class | Type of risk | Default status | Rating | Type of facility | Collateralisation status | NACE code | Sector of counterparty | Size of counterparty | Collateral type | Type of exposures | Size of exposure | Indexed Loan to value range ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 ATCORP0001 | CORP Non-defaulted Secured Construction | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0002 | CORP Non-defaulted Secured Other | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0003 | CORP Non-defaulted Secured | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ATCORP0004 | CORP Defaulted | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0005 | CORP Non-defaulted Unsecured Construction | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0006 | CORP Non-defaulted Unsecured Other | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0007 | CORP Non-Defaulted | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0008 | CORP Non-defaulted Secured | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATCORP0009 | CORP Non-defaulted Unsecured | AT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATMORT0001 | Mortgages Non-defaulted ILTV <=25 % | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ATMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ATMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ATMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ATMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ATMORT0006 | Mortgages Non-defaulted ILTV >125 % | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ATMORT0007 | Mortgages Non-defaulted funded CRM | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ATMORT0008 | Mortgages Non-defaulted Unfunded CRM | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ATMORT0009 | Mortgages Defaulted | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ATMORT0010 | Mortgages Non-defaulted | AT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0001 | SMEC Non-defaulted Secured Construction | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0002 | SMEC Non-defaulted Secured Other | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0003 | SMEC Non-defaulted Secured | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATSMEC0004 | SMEC Defaulted | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0005 | SMEC Non-defaulted Unsecured Construction | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0006 | SMEC Non-defaulted Unsecured Other | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0007 | SMEC Non-defaulted Unsecured | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0008 | SMEC Non-Defaulted | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0009 | SMEC Non-defaulted Secured | AT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ATSMER0001 | SMER Non-defaulted Secured Construction | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0002 | SMER Non-defaulted Secured Other | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0003 | SMER Non-defaulted Secured | AT | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATSMER0004 | SMER Defaulted | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0005 | SMER Non-defaulted Unsecured Construction | AT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0006 | SMER Non-defaulted Unsecured Other | AT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0007 | SMER Non-defaulted Unsecured | AT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0008 | SMER Non-Defaulted | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0009 | SMER Non-defaulted Secured | AT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BECORP0001 | CORP Non-defaulted Secured Construction | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0002 | CORP Non-defaulted Secured Other | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0003 | CORP Non-defaulted Secured | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BECORP0004 | CORP Defaulted | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0005 | CORP Non-defaulted Unsecured Construction | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0006 | CORP Non-defaulted Unsecured Other | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0007 | CORP Non-Defaulted | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0008 | CORP Non-defaulted Secured | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BECORP0009 | CORP Non-defaulted Unsecured | BE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BEMORT0001 | Mortgages Non-defaulted ILTV <=25 % | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % BEMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % BEMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % BEMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % BEMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % BEMORT0006 | Mortgages Non-defaulted ILTV >125 % | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % BEMORT0007 | Mortgages Non-defaulted funded CRM | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable BEMORT0008 | Mortgages Non-defaulted Unfunded CRM | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable BEMORT0009 | Mortgages Defaulted | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BEMORT0010 | Mortgages Non-defaulted | BE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0001 | SMEC Non-defaulted Secured Construction | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0002 | SMEC Non-defaulted Secured Other | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0003 | SMEC Non-defaulted Secured | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BESMEC0004 | SMEC Defaulted | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0005 | SMEC Non-defaulted Unsecured Construction | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0006 | SMEC Non-defaulted Unsecured Other | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0007 | SMEC Non-defaulted Unsecured | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0008 | SMEC Non-Defaulted | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0009 | SMEC Non-defaulted Secured | BE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BESMER0001 | SMER Non-defaulted Secured Construction | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0002 | SMER Non-defaulted Secured Other | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0003 | SMER Non-defaulted Secured | BE | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BESMER0004 | SMER Defaulted | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0005 | SMER Non-defaulted Unsecured Construction | BE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln.

| Not applicable | Not applicable | Not applicable | Not applicable BESMER0006 | SMER Non-defaulted Unsecured Other | BE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0007 | SMER Non-defaulted Unsecured | BE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0008 | SMER Non-Defaulted | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0009 | SMER Non-defaulted Secured | BE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGCORP0001 | CORP Non-defaulted Secured Construction | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0002 | CORP Non-defaulted Secured Other | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0003 | CORP Non-defaulted Secured | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGCORP0004 | CORP Defaulted | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0005 | CORP Non-defaulted Unsecured Construction | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0006 | CORP Non-defaulted Unsecured Other | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0007 | CORP Non-Defaulted | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0008 | CORP Non-defaulted Secured | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGCORP0009 | CORP Non-defaulted Unsecured | BG | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGMORT0001 | Mortgages Non-defaulted ILTV <=25 % | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % BGMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % BGMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % BGMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % BGMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % BGMORT0006 | Mortgages Non-defaulted ILTV >125 % | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % BGMORT0007 | Mortgages Non-defaulted funded CRM | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable BGMORT0008 | Mortgages Non-defaulted Unfunded CRM | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable BGMORT0009 | Mortgages Defaulted | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BGMORT0010 | Mortgages Non-defaulted | BG | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0001 | SMEC Non-defaulted Secured Construction | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0002 | SMEC Non-defaulted Secured Other | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0003 | SMEC Non-defaulted Secured | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGSMEC0004 | SMEC Defaulted | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0005 | SMEC Non-defaulted Unsecured Construction | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0006 | SMEC Non-defaulted Unsecured Other | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0007 | SMEC Non-defaulted Unsecured | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0008 | SMEC Non-Defaulted | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0009 | SMEC Non-defaulted Secured | BG | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGSMER0001 | SMER Non-defaulted Secured Construction | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0002 | SMER Non-defaulted Secured Other | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0003 | SMER Non-defaulted Secured | BG | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGSMER0004 | SMER Defaulted | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0005 | SMER Non-defaulted Unsecured Construction | BG | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0006 | SMER Non-defaulted Unsecured Other | BG | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0007 | SMER Non-defaulted Unsecured | BG | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0008 | SMER Non-Defaulted | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0009 | SMER Non-defaulted Secured | BG | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CORP0007 | CORP Non-Defaulted | Not applicable | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0001 | CORP Non-defaulted Secured Construction | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0002 | CORP Non-defaulted Secured Other | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0003 | CORP Non-defaulted Secured | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CYCORP0004 | CORP Defaulted | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0005 | CORP Non-defaulted Unsecured Construction | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0006 | CORP Non-defaulted Unsecured Other | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0007 | CORP Non-Defaulted | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0008 | CORP Non-defaulted Secured | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYCORP0009 | CORP Non-defaulted Unsecured | CY | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYMORT0001 | Mortgages Non-defaulted ILTV <=25 % | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % CYMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % CYMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % CYMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % CYMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % CYMORT0006 | Mortgages Non-defaulted ILTV >125 % | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % CYMORT0007 | Mortgages Non-defaulted funded CRM | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable CYMORT0008 | Mortgages Non-defaulted Unfunded CRM | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable CYMORT0009 | Mortgages Defaulted | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CYMORT0010 | Mortgages Non-defaulted | CY | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0001 | SMEC Non-defaulted Secured Construction | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0002 | SMEC Non-defaulted Secured Other | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0003 | SMEC Non-defaulted Secured | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYSMEC0004 | SMEC Defaulted | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0005 | SMEC Non-defaulted Unsecured Construction | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0006 | SMEC Non-defaulted Unsecured Other | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0007 | SMEC Non-defaulted Unsecured | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0008 | SMEC Non-Defaulted | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0009 | SMEC Non-defaulted Secured | CY | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CYSMER0001 | SMER Non-defaulted Secured Construction | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0002 | SMER Non-defaulted Secured Other | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0003 | SMER Non-defaulted Secured | CY | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYSMER0004 | SMER Defaulted | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0005 | SMER Non-defaulted Unsecured Construction | CY | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0006 | SMER Non-defaulted Unsecured Other | CY | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0007 | SMER Non-defaulted Unsecured | CY | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0008 | SMER Non-Defaulted | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0009 | SMER Non-defaulted Secured | CY | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZCORP0001 | CORP Non-defaulted Secured Construction | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0002 | CORP Non-defaulted Secured Other | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0003 | CORP Non-defaulted Secured | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZCORP0004 | CORP Defaulted | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0005 | CORP Non-defaulted Unsecured Construction | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0006 | CORP Non-defaulted Unsecured Other | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0007 | CORP Non-Defaulted | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0008 | CORP Non-defaulted Secured | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZCORP0009 | CORP Non-defaulted Unsecured | CZ | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZMORT0001 | Mortgages Non-defaulted ILTV <=25 % | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % CZMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % CZMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % CZMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % CZMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % CZMORT0006 | Mortgages Non-defaulted ILTV >125 % | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % CZMORT0007 | Mortgages Non-defaulted funded CRM | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable CZMORT0008 | Mortgages Non-defaulted Unfunded CRM | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable CZMORT0009 | Mortgages Defaulted | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CZMORT0010 | Mortgages Non-defaulted | CZ | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0001 | SMEC Non-defaulted Secured Construction | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0002 | SMEC Non-defaulted Secured Other | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0003 | SMEC Non-defaulted Secured | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZSMEC0004 | SMEC Defaulted | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0005 | SMEC Non-defaulted Unsecured Construction | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0006 | SMEC Non-defaulted Unsecured Other | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0007 | SMEC Non-defaulted Unsecured | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0008 | SMEC Non-Defaulted | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0009 | SMEC Non-defaulted Secured | CZ | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZSMER0001 | SMER Non-defaulted Secured Construction | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0002 | SMER Non-defaulted Secured Other | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0003 | SMER Non-defaulted Secured | CZ | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZSMER0004 | SMER Defaulted | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0005 | SMER Non-defaulted Unsecured Construction | CZ | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0006 | SMER Non-defaulted Unsecured Other | CZ | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0007 | SMER Non-defaulted Unsecured | CZ | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0008 | SMER Non-Defaulted | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0009 | SMER Non-defaulted Secured | CZ | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DECORP0001 | CORP Non-defaulted Secured Construction | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0002 | CORP Non-defaulted Secured Other | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0003 | CORP Non-defaulted Secured | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DECORP0004 | CORP Defaulted | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0005 | CORP Non-defaulted Unsecured Construction | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0006 | CORP Non-defaulted Unsecured Other | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0007 | CORP Non-Defaulted | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0008 | CORP Non-defaulted Secured | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DECORP0009 | CORP Non-defaulted Unsecured | DE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DEMORT0001 | Mortgages Non-defaulted ILTV <=25 % | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % DEMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % DEMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % DEMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % DEMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % DEMORT0006 | Mortgages Non-defaulted ILTV >125 % | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % DEMORT0007 | Mortgages Non-defaulted funded CRM | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable DEMORT0008 | Mortgages Non-defaulted Unfunded CRM | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable DEMORT0009 | Mortgages Defaulted | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DEMORT0010 | Mortgages Non-defaulted | DE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0001 | SMEC Non-defaulted Secured Construction | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0002 | SMEC Non-defaulted Secured Other | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln.

| Not applicable | Not applicable | Not applicable | Not applicable DESMEC0003 | SMEC Non-defaulted Secured | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DESMEC0004 | SMEC Defaulted | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0005 | SMEC Non-defaulted Unsecured Construction | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0006 | SMEC Non-defaulted Unsecured Other | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0007 | SMEC Non-defaulted Unsecured | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0008 | SMEC Non-Defaulted | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0009 | SMEC Non-defaulted Secured | DE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DESMER0001 | SMER Non-defaulted Secured Construction | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0002 | SMER Non-defaulted Secured Other | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0003 | SMER Non-defaulted Secured | DE | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DESMER0004 | SMER Defaulted | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0005 | SMER Non-defaulted Unsecured Construction | DE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0006 | SMER Non-defaulted Unsecured Other | DE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0007 | SMER Non-defaulted Unsecured | DE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0008 | SMER Non-Defaulted | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0009 | SMER Non-defaulted Secured | DE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKCORP0001 | CORP Non-defaulted Secured Construction | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0002 | CORP Non-defaulted Secured Other | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0003 | CORP Non-defaulted Secured | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKCORP0004 | CORP Defaulted | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0005 | CORP Non-defaulted Unsecured Construction | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0006 | CORP Non-defaulted Unsecured Other | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0007 | CORP Non-Defaulted | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0008 | CORP Non-defaulted Secured | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKCORP0009 | CORP Non-defaulted Unsecured | DK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKMORT0001 | Mortgages Non-defaulted ILTV <=25 % | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % DKMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % DKMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % DKMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % DKMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % DKMORT0006 | Mortgages Non-defaulted ILTV >125 % | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % DKMORT0007 | Mortgages Non-defaulted funded CRM | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable DKMORT0008 | Mortgages Non-defaulted Unfunded CRM | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable DKMORT0009 | Mortgages Defaulted | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DKMORT0010 | Mortgages Non-defaulted | DK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0001 | SMEC Non-defaulted Secured Construction | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0002 | SMEC Non-defaulted Secured Other | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0003 | SMEC Non-defaulted Secured | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKSMEC0004 | SMEC Defaulted | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0005 | SMEC Non-defaulted Unsecured Construction | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0006 | SMEC Non-defaulted Unsecured Other | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0007 | SMEC Non-defaulted Unsecured | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0008 | SMEC Non-Defaulted | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0009 | SMEC Non-defaulted Secured | DK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKSMER0001 | SMER Non-defaulted Secured Construction | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0002 | SMER Non-defaulted Secured Other | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0003 | SMER Non-defaulted Secured | DK | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKSMER0004 | SMER Defaulted | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0005 | SMER Non-defaulted Unsecured Construction | DK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0006 | SMER Non-defaulted Unsecured Other | DK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0007 | SMER Non-defaulted Unsecured | DK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0008 | SMER Non-Defaulted | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0009 | SMER Non-defaulted Secured | DK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EECORP0001 | CORP Non-defaulted Secured Construction | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0002 | CORP Non-defaulted Secured Other | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0003 | CORP Non-defaulted Secured | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EECORP0004 | CORP Defaulted | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0005 | CORP Non-defaulted Unsecured Construction | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0006 | CORP Non-defaulted Unsecured Other | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0007 | CORP Non-Defaulted | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0008 | CORP Non-defaulted Secured | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EECORP0009 | CORP Non-defaulted Unsecured | EE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EEMORT0001 | Mortgages Non-defaulted ILTV <=25 % | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % EEMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % EEMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % EEMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % EEMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % EEMORT0006 | Mortgages Non-defaulted ILTV >125 % | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % EEMORT0007 | Mortgages Non-defaulted funded CRM | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable EEMORT0008 | Mortgages Non-defaulted Unfunded CRM | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable EEMORT0009 | Mortgages Defaulted | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable EEMORT0010 | Mortgages Non-defaulted | EE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0001 | SMEC Non-defaulted Secured Construction | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0002 | SMEC Non-defaulted Secured Other | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0003 | SMEC Non-defaulted Secured | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EESMEC0004 | SMEC Defaulted | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0005 | SMEC Non-defaulted Unsecured Construction | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0006 | SMEC Non-defaulted Unsecured Other | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0007 | SMEC Non-defaulted Unsecured | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0008 | SMEC Non-Defaulted | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0009 | SMEC Non-defaulted Secured | EE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EESMER0001 | SMER Non-defaulted Secured Construction | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0002 | SMER Non-defaulted Secured Other | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0003 | SMER Non-defaulted Secured | EE | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EESMER0004 | SMER Defaulted | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0005 | SMER Non-defaulted Unsecured Construction | EE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0006 | SMER Non-defaulted Unsecured Other | EE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0007 | SMER Non-defaulted Unsecured | EE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0008 | SMER Non-Defaulted | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0009 | SMER Non-defaulted Secured | EE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESCORP0001 | CORP Non-defaulted Secured Construction | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0002 | CORP Non-defaulted Secured Other | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0003 | CORP Non-defaulted Secured | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESCORP0004 | CORP Defaulted | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0005 | CORP Non-defaulted Unsecured Construction | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0006 | CORP Non-defaulted Unsecured Other | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0007 | CORP Non-Defaulted | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0008 | CORP Non-defaulted Secured | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESCORP0009 | CORP Non-defaulted Unsecured | ES | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESMORT0001 | Mortgages Non-defaulted ILTV <=25 % | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ESMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ESMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ESMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ESMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ESMORT0006 | Mortgages Non-defaulted ILTV >125 % | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ESMORT0007 | Mortgages Non-defaulted funded CRM | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ESMORT0008 | Mortgages Non-defaulted Unfunded CRM | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ESMORT0009 | Mortgages Defaulted | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ESMORT0010 | Mortgages Non-defaulted | ES | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0001 | SMEC Non-defaulted Secured Construction | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0002 | SMEC Non-defaulted Secured Other | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0003 | SMEC Non-defaulted Secured | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESSMEC0004 | SMEC Defaulted | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0005 | SMEC Non-defaulted Unsecured Construction | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0006 | SMEC Non-defaulted Unsecured Other | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0007 | SMEC Non-defaulted Unsecured | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0008 | SMEC Non-Defaulted | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0009 | SMEC Non-defaulted Secured | ES | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESSMER0001 | SMER Non-defaulted Secured Construction | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0002 | SMER Non-defaulted Secured Other | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0003 | SMER Non-defaulted Secured | ES | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESSMER0004 | SMER Defaulted | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0005 | SMER Non-defaulted Unsecured Construction | ES | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0006 | SMER Non-defaulted Unsecured Other | ES | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0007 | SMER Non-defaulted Unsecured | ES | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0008 | SMER Non-Defaulted | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0009 | SMER Non-defaulted Secured | ES | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FICORP0001 | CORP Non-defaulted Secured Construction | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0002 | CORP Non-defaulted Secured Other | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0003 | CORP Non-defaulted Secured | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FICORP0004 | CORP Defaulted | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0005 | CORP Non-defaulted Unsecured Construction | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0006 | CORP Non-defaulted Unsecured Other | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0007 | CORP Non-Defaulted | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0008 | CORP Non-defaulted Secured | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FICORP0009 | CORP Non-defaulted Unsecured | FI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable FIMORT0001 | Mortgages Non-defaulted ILTV <=25 % | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % FIMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % FIMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % FIMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % FIMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % FIMORT0006 | Mortgages Non-defaulted ILTV >125 % | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % FIMORT0007 | Mortgages Non-defaulted funded CRM | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable FIMORT0008 | Mortgages Non-defaulted Unfunded CRM | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable FIMORT0009 | Mortgages Defaulted | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FIMORT0010 | Mortgages Non-defaulted | FI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0001 | SMEC Non-defaulted Secured Construction | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0002 | SMEC Non-defaulted Secured Other | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0003 | SMEC Non-defaulted Secured | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FISMEC0004 | SMEC Defaulted | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0005 | SMEC Non-defaulted Unsecured Construction | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0006 | SMEC Non-defaulted Unsecured Other | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0007 | SMEC Non-defaulted Unsecured | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0008 | SMEC Non-Defaulted | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0009 | SMEC Non-defaulted Secured | FI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FISMER0001 | SMER Non-defaulted Secured Construction | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0002 | SMER Non-defaulted Secured Other | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0003 | SMER Non-defaulted Secured | FI | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FISMER0004 | SMER Defaulted | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0005 | SMER Non-defaulted Unsecured Construction | FI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0006 | SMER Non-defaulted Unsecured Other | FI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0007 | SMER Non-defaulted Unsecured | FI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0008 | SMER Non-Defaulted | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0009 | SMER Non-defaulted Secured | FI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRCORP0001 | CORP Non-defaulted Secured Construction | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0002 | CORP Non-defaulted Secured Other | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0003 | CORP Non-defaulted Secured | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRCORP0004 | CORP Defaulted | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0005 | CORP Non-defaulted Unsecured Construction | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0006 | CORP Non-defaulted Unsecured Other | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0007 | CORP Non-Defaulted | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0008 | CORP Non-defaulted Secured | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRCORP0009 | CORP Non-defaulted Unsecured | FR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRMORT0001 | Mortgages Non-defaulted ILTV <=25 % | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % FRMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % FRMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % FRMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % FRMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % FRMORT0006 | Mortgages Non-defaulted ILTV >125 % | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % FRMORT0007 | Mortgages Non-defaulted funded CRM | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable FRMORT0008 | Mortgages Non-defaulted Unfunded CRM | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable FRMORT0009 | Mortgages Defaulted | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FRMORT0010 | Mortgages Non-defaulted | FR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0001 | SMEC Non-defaulted Secured Construction | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0002 | SMEC Non-defaulted Secured Other | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0003 | SMEC Non-defaulted Secured | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRSMEC0004 | SMEC Defaulted | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0005 | SMEC Non-defaulted Unsecured Construction | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0006 | SMEC Non-defaulted Unsecured Other | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0007 | SMEC Non-defaulted Unsecured | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0008 | SMEC Non-Defaulted | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0009 | SMEC Non-defaulted Secured | FR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRSMER0001 | SMER Non-defaulted Secured Construction | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0002 | SMER Non-defaulted Secured Other | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0003 | SMER Non-defaulted Secured | FR | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRSMER0004 | SMER Defaulted | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0005 | SMER Non-defaulted Unsecured Construction | FR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0006 | SMER Non-defaulted Unsecured Other | FR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0007 | SMER Non-defaulted Unsecured | FR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0008 | SMER Non-Defaulted | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0009 | SMER Non-defaulted Secured | FR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBCORP0001 | CORP Non-defaulted Secured Construction | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0002 | CORP Non-defaulted Secured Other | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0003 | CORP Non-defaulted Secured | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBCORP0004 | CORP Defaulted | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0005 | CORP Non-defaulted Unsecured Construction | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0006 | CORP Non-defaulted Unsecured Other | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0007 | CORP Non-Defaulted | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0008 | CORP Non-defaulted Secured | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBCORP0009 | CORP Non-defaulted Unsecured | GB | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBMORT0001 | Mortgages Non-defaulted ILTV <=25 % | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % GBMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % GBMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % GBMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % GBMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % GBMORT0006 | Mortgages Non-defaulted ILTV >125 % | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % GBMORT0007 | Mortgages Non-defaulted funded CRM | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable GBMORT0008 | Mortgages Non-defaulted Unfunded CRM | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable GBMORT0009 | Mortgages Defaulted | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GBMORT0010 | Mortgages Non-defaulted | GB | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0001 | SMEC Non-defaulted Secured Construction | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0002 | SMEC Non-defaulted Secured Other | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0003 | SMEC Non-defaulted Secured | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBSMEC0004 | SMEC Defaulted | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0005 | SMEC Non-defaulted Unsecured Construction | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0006 | SMEC Non-defaulted Unsecured Other | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0007 | SMEC Non-defaulted Unsecured | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0008 | SMEC Non-Defaulted | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0009 | SMEC Non-defaulted Secured | GB | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBSMER0001 | SMER Non-defaulted Secured Construction | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0002 | SMER Non-defaulted Secured Other | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0003 | SMER Non-defaulted Secured | GB | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBSMER0004 | SMER Defaulted | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0005 | SMER Non-defaulted Unsecured Construction | GB | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0006 | SMER Non-defaulted Unsecured Other | GB | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0007 | SMER Non-defaulted Unsecured | GB | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0008 | SMER Non-Defaulted | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0009 | SMER Non-defaulted Secured | GB | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRCORP0001 | CORP Non-defaulted Secured Construction | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0002 | CORP Non-defaulted Secured Other | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0003 | CORP Non-defaulted Secured | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRCORP0004 | CORP Defaulted | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0005 | CORP Non-defaulted Unsecured Construction | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0006 | CORP Non-defaulted Unsecured Other | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0007 | CORP Non-Defaulted | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0008 | CORP Non-defaulted Secured | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRCORP0009 | CORP Non-defaulted Unsecured | GR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRMORT0001 | Mortgages Non-defaulted ILTV <=25 % | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % GRMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % GRMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % GRMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % GRMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % GRMORT0006 | Mortgages Non-defaulted ILTV >125 % | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % GRMORT0007 | Mortgages Non-defaulted funded CRM | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable GRMORT0008 | Mortgages Non-defaulted Unfunded CRM | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable GRMORT0009 | Mortgages Defaulted | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GRMORT0010 | Mortgages Non-defaulted | GR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0001 | SMEC Non-defaulted Secured Construction | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0002 | SMEC Non-defaulted Secured Other | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0003 | SMEC Non-defaulted Secured | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRSMEC0004 | SMEC Defaulted | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0005 | SMEC Non-defaulted Unsecured Construction | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0006 | SMEC Non-defaulted Unsecured Other | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0007 | SMEC Non-defaulted Unsecured | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0008 | SMEC Non-Defaulted | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0009 | SMEC Non-defaulted Secured | GR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRSMER0001 | SMER Non-defaulted Secured Construction | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0002 | SMER Non-defaulted Secured Other | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0003 | SMER Non-defaulted Secured | GR | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRSMER0004 | SMER Defaulted | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0005 | SMER Non-defaulted Unsecured Construction | GR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0006 | SMER Non-defaulted Unsecured Other | GR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0007 | SMER Non-defaulted Unsecured | GR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0008 | SMER Non-Defaulted | GR | Retail — Secured by real estate SME;

Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0009 | SMER Non-defaulted Secured | GR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRCORP0001 | CORP Non-defaulted Secured Construction | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0002 | CORP Non-defaulted Secured Other | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0003 | CORP Non-defaulted Secured | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRCORP0004 | CORP Defaulted | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0005 | CORP Non-defaulted Unsecured Construction | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0006 | CORP Non-defaulted Unsecured Other | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0007 | CORP Non-Defaulted | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0008 | CORP Non-defaulted Secured | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRCORP0009 | CORP Non-defaulted Unsecured | HR | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRMORT0001 | Mortgages Non-defaulted ILTV <=25 % | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % HRMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % HRMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % HRMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % HRMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % HRMORT0006 | Mortgages Non-defaulted ILTV >125 % | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % HRMORT0007 | Mortgages Non-defaulted funded CRM | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable HRMORT0008 | Mortgages Non-defaulted Unfunded CRM | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable HRMORT0009 | Mortgages Defaulted | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HRMORT0010 | Mortgages Non-defaulted | HR | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0001 | SMEC Non-defaulted Secured Construction | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0002 | SMEC Non-defaulted Secured Other | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0003 | SMEC Non-defaulted Secured | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRSMEC0004 | SMEC Defaulted | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0005 | SMEC Non-defaulted Unsecured Construction | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0006 | SMEC Non-defaulted Unsecured Other | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0007 | SMEC Non-defaulted Unsecured | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0008 | SMEC Non-Defaulted | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0009 | SMEC Non-defaulted Secured | HR | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRSMER0001 | SMER Non-defaulted Secured Construction | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0002 | SMER Non-defaulted Secured Other | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0003 | SMER Non-defaulted Secured | HR | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRSMER0004 | SMER Defaulted | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0005 | SMER Non-defaulted Unsecured Construction | HR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0006 | SMER Non-defaulted Unsecured Other | HR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0007 | SMER Non-defaulted Unsecured | HR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0008 | SMER Non-Defaulted | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0009 | SMER Non-defaulted Secured | HR | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUCORP0001 | CORP Non-defaulted Secured Construction | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0002 | CORP Non-defaulted Secured Other | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0003 | CORP Non-defaulted Secured | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUCORP0004 | CORP Defaulted | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0005 | CORP Non-defaulted Unsecured Construction | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0006 | CORP Non-defaulted Unsecured Other | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0007 | CORP Non-Defaulted | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0008 | CORP Non-defaulted Secured | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUCORP0009 | CORP Non-defaulted Unsecured | HU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUMORT0001 | Mortgages Non-defaulted ILTV <=25 % | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % HUMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % HUMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % HUMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % HUMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % HUMORT0006 | Mortgages Non-defaulted ILTV >125 % | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % HUMORT0007 | Mortgages Non-defaulted funded CRM | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable HUMORT0008 | Mortgages Non-defaulted Unfunded CRM | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable HUMORT0009 | Mortgages Defaulted | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HUMORT0010 | Mortgages Non-defaulted | HU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0001 | SMEC Non-defaulted Secured Construction | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0002 | SMEC Non-defaulted Secured Other | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0003 | SMEC Non-defaulted Secured | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUSMEC0004 | SMEC Defaulted | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0005 | SMEC Non-defaulted Unsecured Construction | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0006 | SMEC Non-defaulted Unsecured Other | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0007 | SMEC Non-defaulted Unsecured | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0008 | SMEC Non-Defaulted | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0009 | SMEC Non-defaulted Secured | HU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUSMER0001 | SMER Non-defaulted Secured Construction | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0002 | SMER Non-defaulted Secured Other | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0003 | SMER Non-defaulted Secured | HU | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUSMER0004 | SMER Defaulted | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0005 | SMER Non-defaulted Unsecured Construction | HU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0006 | SMER Non-defaulted Unsecured Other | HU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0007 | SMER Non-defaulted Unsecured | HU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0008 | SMER Non-Defaulted | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0009 | SMER Non-defaulted Secured | HU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IECORP0001 | CORP Non-defaulted Secured Construction | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0002 | CORP Non-defaulted Secured Other | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0003 | CORP Non-defaulted Secured | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IECORP0004 | CORP Defaulted | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0005 | CORP Non-defaulted Unsecured Construction | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0006 | CORP Non-defaulted Unsecured Other | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0007 | CORP Non-Defaulted | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0008 | CORP Non-defaulted Secured | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IECORP0009 | CORP Non-defaulted Unsecured | IE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IEMORT0001 | Mortgages Non-defaulted ILTV <=25 % | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % IEMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % IEMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % IEMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % IEMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % IEMORT0006 | Mortgages Non-defaulted ILTV >125 % | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % IEMORT0007 | Mortgages Non-defaulted funded CRM | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable IEMORT0008 | Mortgages Non-defaulted Unfunded CRM | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable IEMORT0009 | Mortgages Defaulted | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IEMORT0010 | Mortgages Non-defaulted | IE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0001 | SMEC Non-defaulted Secured Construction | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0002 | SMEC Non-defaulted Secured Other | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0003 | SMEC Non-defaulted Secured | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IESMEC0004 | SMEC Defaulted | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0005 | SMEC Non-defaulted Unsecured Construction | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0006 | SMEC Non-defaulted Unsecured Other | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0007 | SMEC Non-defaulted Unsecured | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0008 | SMEC Non-Defaulted | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0009 | SMEC Non-defaulted Secured | IE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IESMER0001 | SMER Non-defaulted Secured Construction | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0002 | SMER Non-defaulted Secured Other | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0003 | SMER Non-defaulted Secured | IE | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IESMER0004 | SMER Defaulted | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0005 | SMER Non-defaulted Unsecured Construction | IE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0006 | SMER Non-defaulted Unsecured Other | IE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0007 | SMER Non-defaulted Unsecured | IE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0008 | SMER Non-Defaulted | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0009 | SMER Non-defaulted Secured | IE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITCORP0001 | CORP Non-defaulted Secured Construction | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0002 | CORP Non-defaulted Secured Other | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0003 | CORP Non-defaulted Secured | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITCORP0004 | CORP Defaulted | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0005 | CORP Non-defaulted Unsecured Construction | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0006 | CORP Non-defaulted Unsecured Other | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0007 | CORP Non-Defaulted | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0008 | CORP Non-defaulted Secured | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITCORP0009 | CORP Non-defaulted Unsecured | IT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITMORT0001 | Mortgages Non-defaulted ILTV <=25 % | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ITMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ITMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ITMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ITMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ITMORT0006 | Mortgages Non-defaulted ILTV >125 % | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ITMORT0007 | Mortgages Non-defaulted funded CRM | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ITMORT0008 | Mortgages Non-defaulted Unfunded CRM | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ITMORT0009 | Mortgages Defaulted | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ITMORT0010 | Mortgages Non-defaulted | IT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0001 | SMEC Non-defaulted Secured Construction | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0002 | SMEC Non-defaulted Secured Other | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0003 | SMEC Non-defaulted Secured | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITSMEC0004 | SMEC Defaulted | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0005 | SMEC Non-defaulted Unsecured Construction | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0006 | SMEC Non-defaulted Unsecured Other | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln.

| Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0007 | SMEC Non-defaulted Unsecured | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0008 | SMEC Non-Defaulted | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0009 | SMEC Non-defaulted Secured | IT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITSMER0001 | SMER Non-defaulted Secured Construction | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0002 | SMER Non-defaulted Secured Other | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0003 | SMER Non-defaulted Secured | IT | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITSMER0004 | SMER Defaulted | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0005 | SMER Non-defaulted Unsecured Construction | IT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0006 | SMER Non-defaulted Unsecured Other | IT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0007 | SMER Non-defaulted Unsecured | IT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0008 | SMER Non-Defaulted | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0009 | SMER Non-defaulted Secured | IT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTCORP0001 | CORP Non-defaulted Secured Construction | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0002 | CORP Non-defaulted Secured Other | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0003 | CORP Non-defaulted Secured | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTCORP0004 | CORP Defaulted | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0005 | CORP Non-defaulted Unsecured Construction | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0006 | CORP Non-defaulted Unsecured Other | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0007 | CORP Non-Defaulted | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0008 | CORP Non-defaulted Secured | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTCORP0009 | CORP Non-defaulted Unsecured | LT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTMORT0001 | Mortgages Non-defaulted ILTV <=25 % | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LTMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LTMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LTMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LTMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LTMORT0006 | Mortgages Non-defaulted ILTV >125 % | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LTMORT0007 | Mortgages Non-defaulted funded CRM | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LTMORT0008 | Mortgages Non-defaulted Unfunded CRM | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LTMORT0009 | Mortgages Defaulted | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LTMORT0010 | Mortgages Non-defaulted | LT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0001 | SMEC Non-defaulted Secured Construction | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0002 | SMEC Non-defaulted Secured Other | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0003 | SMEC Non-defaulted Secured | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTSMEC0004 | SMEC Defaulted | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0005 | SMEC Non-defaulted Unsecured Construction | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0006 | SMEC Non-defaulted Unsecured Other | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0007 | SMEC Non-defaulted Unsecured | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0008 | SMEC Non-Defaulted | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0009 | SMEC Non-defaulted Secured | LT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTSMER0001 | SMER Non-defaulted Secured Construction | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0002 | SMER Non-defaulted Secured Other | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0003 | SMER Non-defaulted Secured | LT | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTSMER0004 | SMER Defaulted | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0005 | SMER Non-defaulted Unsecured Construction | LT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0006 | SMER Non-defaulted Unsecured Other | LT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0007 | SMER Non-defaulted Unsecured | LT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0008 | SMER Non-Defaulted | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0009 | SMER Non-defaulted Secured | LT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUCORP0001 | CORP Non-defaulted Secured Construction | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0002 | CORP Non-defaulted Secured Other | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0003 | CORP Non-defaulted Secured | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUCORP0004 | CORP Defaulted | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0005 | CORP Non-defaulted Unsecured Construction | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0006 | CORP Non-defaulted Unsecured Other | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0007 | CORP Non-Defaulted | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0008 | CORP Non-defaulted Secured | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUCORP0009 | CORP Non-defaulted Unsecured | LU | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUMORT0001 | Mortgages Non-defaulted ILTV <=25 % | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LUMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LUMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LUMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LUMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LUMORT0006 | Mortgages Non-defaulted ILTV >125 % | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LUMORT0007 | Mortgages Non-defaulted funded CRM | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LUMORT0008 | Mortgages Non-defaulted Unfunded CRM | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LUMORT0009 | Mortgages Defaulted | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LUMORT0010 | Mortgages Non-defaulted | LU | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0001 | SMEC Non-defaulted Secured Construction | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0002 | SMEC Non-defaulted Secured Other | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0003 | SMEC Non-defaulted Secured | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUSMEC0004 | SMEC Defaulted | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0005 | SMEC Non-defaulted Unsecured Construction | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0006 | SMEC Non-defaulted Unsecured Other | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0007 | SMEC Non-defaulted Unsecured | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0008 | SMEC Non-Defaulted | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0009 | SMEC Non-defaulted Secured | LU | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUSMER0001 | SMER Non-defaulted Secured Construction | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0002 | SMER Non-defaulted Secured Other | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0003 | SMER Non-defaulted Secured | LU | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUSMER0004 | SMER Defaulted | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0005 | SMER Non-defaulted Unsecured Construction | LU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0006 | SMER Non-defaulted Unsecured Other | LU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0007 | SMER Non-defaulted Unsecured | LU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0008 | SMER Non-Defaulted | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0009 | SMER Non-defaulted Secured | LU | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVCORP0001 | CORP Non-defaulted Secured Construction | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0002 | CORP Non-defaulted Secured Other | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0003 | CORP Non-defaulted Secured | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVCORP0004 | CORP Defaulted | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0005 | CORP Non-defaulted Unsecured Construction | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0006 | CORP Non-defaulted Unsecured Other | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0007 | CORP Non-Defaulted | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0008 | CORP Non-defaulted Secured | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVCORP0009 | CORP Non-defaulted Unsecured | LV | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVMORT0001 | Mortgages Non-defaulted ILTV <=25 % | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LVMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LVMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LVMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LVMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LVMORT0006 | Mortgages Non-defaulted ILTV >125 % | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LVMORT0007 | Mortgages Non-defaulted funded CRM | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LVMORT0008 | Mortgages Non-defaulted Unfunded CRM | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LVMORT0009 | Mortgages Defaulted | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LVMORT0010 | Mortgages Non-defaulted | LV | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0001 | SMEC Non-defaulted Secured Construction | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0002 | SMEC Non-defaulted Secured Other | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0003 | SMEC Non-defaulted Secured | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVSMEC0004 | SMEC Defaulted | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0005 | SMEC Non-defaulted Unsecured Construction | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0006 | SMEC Non-defaulted Unsecured Other | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0007 | SMEC Non-defaulted Unsecured | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0008 | SMEC Non-Defaulted | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0009 | SMEC Non-defaulted Secured | LV | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVSMER0001 | SMER Non-defaulted Secured Construction | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0002 | SMER Non-defaulted Secured Other | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0003 | SMER Non-defaulted Secured | LV | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVSMER0004 | SMER Defaulted | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0005 | SMER Non-defaulted Unsecured Construction | LV | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0006 | SMER Non-defaulted Unsecured Other | LV | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0007 | SMER Non-defaulted Unsecured | LV | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0008 | SMER Non-Defaulted | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0009 | SMER Non-defaulted Secured | LV | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MORT0010 | Mortgages Non-defaulted | Not applicable | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0001 | CORP Non-defaulted Secured Construction | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0002 | CORP Non-defaulted Secured Other | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0003 | CORP Non-defaulted Secured | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MTCORP0004 | CORP Defaulted | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0005 | CORP Non-defaulted Unsecured Construction | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0006 | CORP Non-defaulted Unsecured Other | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0007 | CORP Non-Defaulted | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0008 | CORP Non-defaulted Secured | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTCORP0009 | CORP Non-defaulted Unsecured | MT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable MTMORT0001 | Mortgages Non-defaulted ILTV <=25 % | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % MTMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % MTMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % MTMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % MTMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % MTMORT0006 | Mortgages Non-defaulted ILTV >125 % | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % MTMORT0007 | Mortgages Non-defaulted funded CRM | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable MTMORT0008 | Mortgages Non-defaulted Unfunded CRM | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable MTMORT0009 | Mortgages Defaulted | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTMORT0010 | Mortgages Non-defaulted | MT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0001 | SMEC Non-defaulted Secured Construction | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0002 | SMEC Non-defaulted Secured Other | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0003 | SMEC Non-defaulted Secured | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTSMEC0004 | SMEC Defaulted | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0005 | SMEC Non-defaulted Unsecured Construction | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0006 | SMEC Non-defaulted Unsecured Other | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0007 | SMEC Non-defaulted Unsecured | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0008 | SMEC Non-Defaulted | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0009 | SMEC Non-defaulted Secured | MT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MTSMER0001 | SMER Non-defaulted Secured Construction | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0002 | SMER Non-defaulted Secured Other | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0003 | SMER Non-defaulted Secured | MT | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTSMER0004 | SMER Defaulted | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0005 | SMER Non-defaulted Unsecured Construction | MT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0006 | SMER Non-defaulted Unsecured Other | MT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0007 | SMER Non-defaulted Unsecured | MT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0008 | SMER Non-Defaulted | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0009 | SMER Non-defaulted Secured | MT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLCORP0001 | CORP Non-defaulted Secured Construction | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0002 | CORP Non-defaulted Secured Other | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0003 | CORP Non-defaulted Secured | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLCORP0004 | CORP Defaulted | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0005 | CORP Non-defaulted Unsecured Construction | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0006 | CORP Non-defaulted Unsecured Other | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0007 | CORP Non-Defaulted | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0008 | CORP Non-defaulted Secured | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLCORP0009 | CORP Non-defaulted Unsecured | NL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLMORT0001 | Mortgages Non-defaulted ILTV <=25 % | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % NLMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % NLMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % NLMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % NLMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % NLMORT0006 | Mortgages Non-defaulted ILTV >125 % | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % NLMORT0007 | Mortgages Non-defaulted funded CRM | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable NLMORT0008 | Mortgages Non-defaulted Unfunded CRM | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable NLMORT0009 | Mortgages Defaulted | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NLMORT0010 | Mortgages Non-defaulted | NL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0001 | SMEC Non-defaulted Secured Construction | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0002 | SMEC Non-defaulted Secured Other | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0003 | SMEC Non-defaulted Secured | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLSMEC0004 | SMEC Defaulted | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0005 | SMEC Non-defaulted Unsecured Construction | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0006 | SMEC Non-defaulted Unsecured Other | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0007 | SMEC Non-defaulted Unsecured | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0008 | SMEC Non-Defaulted | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0009 | SMEC Non-defaulted Secured | NL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLSMER0001 | SMER Non-defaulted Secured Construction | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0002 | SMER Non-defaulted Secured Other | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0003 | SMER Non-defaulted Secured | NL | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLSMER0004 | SMER Defaulted | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0005 | SMER Non-defaulted Unsecured Construction | NL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0006 | SMER Non-defaulted Unsecured Other | NL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0007 | SMER Non-defaulted Unsecured | NL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0008 | SMER Non-Defaulted | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0009 | SMER Non-defaulted Secured | NL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOCORP0001 | CORP Non-defaulted Secured Construction | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0002 | CORP Non-defaulted Secured Other | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0003 | CORP Non-defaulted Secured | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOCORP0004 | CORP Defaulted | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0005 | CORP Non-defaulted Unsecured Construction | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0006 | CORP Non-defaulted Unsecured Other | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0007 | CORP Non-Defaulted | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0008 | CORP Non-defaulted Secured | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOCORP0009 | CORP Non-defaulted Unsecured | NO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOMORT0001 | Mortgages Non-defaulted ILTV <=25 % | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % NOMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % NOMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % NOMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % NOMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % NOMORT0006 | Mortgages Non-defaulted ILTV >125 % | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % NOMORT0007 | Mortgages Non-defaulted funded CRM | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable NOMORT0008 | Mortgages Non-defaulted Unfunded CRM | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable NOMORT0009 | Mortgages Defaulted | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NOMORT0010 | Mortgages Non-defaulted | NO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0001 | SMEC Non-defaulted Secured Construction | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0002 | SMEC Non-defaulted Secured Other | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0003 | SMEC Non-defaulted Secured | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOSMEC0004 | SMEC Defaulted | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0005 | SMEC Non-defaulted Unsecured Construction | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0006 | SMEC Non-defaulted Unsecured Other | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0007 | SMEC Non-defaulted Unsecured | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0008 | SMEC Non-Defaulted | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0009 | SMEC Non-defaulted Secured | NO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOSMER0001 | SMER Non-defaulted Secured Construction | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0002 | SMER Non-defaulted Secured Other | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0003 | SMER Non-defaulted Secured | NO | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOSMER0004 | SMER Defaulted | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0005 | SMER Non-defaulted Unsecured Construction | NO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0006 | SMER Non-defaulted Unsecured Other | NO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0007 | SMER Non-defaulted Unsecured | NO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0008 | SMER Non-Defaulted | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0009 | SMER Non-defaulted Secured | NO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLCORP0001 | CORP Non-defaulted Secured Construction | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0002 | CORP Non-defaulted Secured Other | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0003 | CORP Non-defaulted Secured | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLCORP0004 | CORP Defaulted | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0005 | CORP Non-defaulted Unsecured Construction | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0006 | CORP Non-defaulted Unsecured Other | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0007 | CORP Non-Defaulted | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0008 | CORP Non-defaulted Secured | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLCORP0009 | CORP Non-defaulted Unsecured | PL | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLMORT0001 | Mortgages Non-defaulted ILTV <=25 % | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % PLMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % PLMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % PLMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % PLMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % PLMORT0006 | Mortgages Non-defaulted ILTV >125 % | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % PLMORT0007 | Mortgages Non-defaulted funded CRM | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable PLMORT0008 | Mortgages Non-defaulted Unfunded CRM | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable PLMORT0009 | Mortgages Defaulted | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PLMORT0010 | Mortgages Non-defaulted | PL | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0001 | SMEC Non-defaulted Secured Construction | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0002 | SMEC Non-defaulted Secured Other | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0003 | SMEC Non-defaulted Secured | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLSMEC0004 | SMEC Defaulted | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0005 | SMEC Non-defaulted Unsecured Construction | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0006 | SMEC Non-defaulted Unsecured Other | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0007 | SMEC Non-defaulted Unsecured | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0008 | SMEC Non-Defaulted | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0009 | SMEC Non-defaulted Secured | PL | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLSMER0001 | SMER Non-defaulted Secured Construction | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0002 | SMER Non-defaulted Secured Other | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0003 | SMER Non-defaulted Secured | PL | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLSMER0004 | SMER Defaulted | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0005 | SMER Non-defaulted Unsecured Construction | PL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0006 | SMER Non-defaulted Unsecured Other | PL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0007 | SMER Non-defaulted Unsecured | PL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0008 | SMER Non-Defaulted | PL | Retail — Secured by real estate SME;

Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0009 | SMER Non-defaulted Secured | PL | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTCORP0001 | CORP Non-defaulted Secured Construction | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0002 | CORP Non-defaulted Secured Other | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0003 | CORP Non-defaulted Secured | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTCORP0004 | CORP Defaulted | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0005 | CORP Non-defaulted Unsecured Construction | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0006 | CORP Non-defaulted Unsecured Other | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0007 | CORP Non-Defaulted | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0008 | CORP Non-defaulted Secured | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTCORP0009 | CORP Non-defaulted Unsecured | PT | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTMORT0001 | Mortgages Non-defaulted ILTV <=25 % | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % PTMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % PTMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % PTMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % PTMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % PTMORT0006 | Mortgages Non-defaulted ILTV >125 % | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % PTMORT0007 | Mortgages Non-defaulted funded CRM | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable PTMORT0008 | Mortgages Non-defaulted Unfunded CRM | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable PTMORT0009 | Mortgages Defaulted | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PTMORT0010 | Mortgages Non-defaulted | PT | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0001 | SMEC Non-defaulted Secured Construction | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0002 | SMEC Non-defaulted Secured Other | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0003 | SMEC Non-defaulted Secured | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTSMEC0004 | SMEC Defaulted | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0005 | SMEC Non-defaulted Unsecured Construction | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0006 | SMEC Non-defaulted Unsecured Other | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0007 | SMEC Non-defaulted Unsecured | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0008 | SMEC Non-Defaulted | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0009 | SMEC Non-defaulted Secured | PT | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTSMER0001 | SMER Non-defaulted Secured Construction | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0002 | SMER Non-defaulted Secured Other | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0003 | SMER Non-defaulted Secured | PT | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTSMER0004 | SMER Defaulted | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0005 | SMER Non-defaulted Unsecured Construction | PT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0006 | SMER Non-defaulted Unsecured Other | PT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0007 | SMER Non-defaulted Unsecured | PT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0008 | SMER Non-Defaulted | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0009 | SMER Non-defaulted Secured | PT | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROCORP0001 | CORP Non-defaulted Secured Construction | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0002 | CORP Non-defaulted Secured Other | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0003 | CORP Non-defaulted Secured | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROCORP0004 | CORP Defaulted | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0005 | CORP Non-defaulted Unsecured Construction | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0006 | CORP Non-defaulted Unsecured Other | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0007 | CORP Non-Defaulted | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0008 | CORP Non-defaulted Secured | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROCORP0009 | CORP Non-defaulted Unsecured | RO | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROMORT0001 | Mortgages Non-defaulted ILTV <=25 % | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ROMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ROMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ROMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ROMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ROMORT0006 | Mortgages Non-defaulted ILTV >125 % | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ROMORT0007 | Mortgages Non-defaulted funded CRM | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ROMORT0008 | Mortgages Non-defaulted Unfunded CRM | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ROMORT0009 | Mortgages Defaulted | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ROMORT0010 | Mortgages Non-defaulted | RO | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0001 | SMEC Non-defaulted Secured Construction | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0002 | SMEC Non-defaulted Secured Other | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0003 | SMEC Non-defaulted Secured | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROSMEC0004 | SMEC Defaulted | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0005 | SMEC Non-defaulted Unsecured Construction | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0006 | SMEC Non-defaulted Unsecured Other | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0007 | SMEC Non-defaulted Unsecured | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0008 | SMEC Non-Defaulted | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0009 | SMEC Non-defaulted Secured | RO | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROSMER0001 | SMER Non-defaulted Secured Construction | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0002 | SMER Non-defaulted Secured Other | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0003 | SMER Non-defaulted Secured | RO | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROSMER0004 | SMER Defaulted | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0005 | SMER Non-defaulted Unsecured Construction | RO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0006 | SMER Non-defaulted Unsecured Other | RO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0007 | SMER Non-defaulted Unsecured | RO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0008 | SMER Non-Defaulted | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0009 | SMER Non-defaulted Secured | RO | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SECORP0001 | CORP Non-defaulted Secured Construction | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0002 | CORP Non-defaulted Secured Other | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0003 | CORP Non-defaulted Secured | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SECORP0004 | CORP Defaulted | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0005 | CORP Non-defaulted Unsecured Construction | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0006 | CORP Non-defaulted Unsecured Other | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0007 | CORP Non-Defaulted | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0008 | CORP Non-defaulted Secured | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SECORP0009 | CORP Non-defaulted Unsecured | SE | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SEMORT0001 | Mortgages Non-defaulted ILTV <=25 % | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SEMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SEMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SEMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SEMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SEMORT0006 | Mortgages Non-defaulted ILTV >125 % | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SEMORT0007 | Mortgages Non-defaulted funded CRM | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SEMORT0008 | Mortgages Non-defaulted Unfunded CRM | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SEMORT0009 | Mortgages Defaulted | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SEMORT0010 | Mortgages Non-defaulted | SE | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0001 | SMEC Non-defaulted Secured Construction | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0002 | SMEC Non-defaulted Secured Other | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0003 | SMEC Non-defaulted Secured | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SESMEC0004 | SMEC Defaulted | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0005 | SMEC Non-defaulted Unsecured Construction | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0006 | SMEC Non-defaulted Unsecured Other | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0007 | SMEC Non-defaulted Unsecured | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0008 | SMEC Non-Defaulted | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0009 | SMEC Non-defaulted Secured | SE | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SESMER0001 | SMER Non-defaulted Secured Construction | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0002 | SMER Non-defaulted Secured Other | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0003 | SMER Non-defaulted Secured | SE | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SESMER0004 | SMER Defaulted | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0005 | SMER Non-defaulted Unsecured Construction | SE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0006 | SMER Non-defaulted Unsecured Other | SE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0007 | SMER Non-defaulted Unsecured | SE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0008 | SMER Non-Defaulted | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0009 | SMER Non-defaulted Secured | SE | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SICORP0001 | CORP Non-defaulted Secured Construction | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0002 | CORP Non-defaulted Secured Other | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0003 | CORP Non-defaulted Secured | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SICORP0004 | CORP Defaulted | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0005 | CORP Non-defaulted Unsecured Construction | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0006 | CORP Non-defaulted Unsecured Other | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0007 | CORP Non-Defaulted | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0008 | CORP Non-defaulted Secured | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SICORP0009 | CORP Non-defaulted Unsecured | SI | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SIMORT0001 | Mortgages Non-defaulted ILTV <=25 % | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SIMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SIMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SIMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SIMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SIMORT0006 | Mortgages Non-defaulted ILTV >125 % | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SIMORT0007 | Mortgages Non-defaulted funded CRM | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SIMORT0008 | Mortgages Non-defaulted Unfunded CRM | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SIMORT0009 | Mortgages Defaulted | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SIMORT0010 | Mortgages Non-defaulted | SI | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0001 | SMEC Non-defaulted Secured Construction | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0002 | SMEC Non-defaulted Secured Other | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0003 | SMEC Non-defaulted Secured | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SISMEC0004 | SMEC Defaulted | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0005 | SMEC Non-defaulted Unsecured Construction | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0006 | SMEC Non-defaulted Unsecured Other | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln.

| Not applicable | Not applicable | Not applicable | Not applicable SISMEC0007 | SMEC Non-defaulted Unsecured | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0008 | SMEC Non-Defaulted | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0009 | SMEC Non-defaulted Secured | SI | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SISMER0001 | SMER Non-defaulted Secured Construction | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0002 | SMER Non-defaulted Secured Other | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0003 | SMER Non-defaulted Secured | SI | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SISMER0004 | SMER Defaulted | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0005 | SMER Non-defaulted Unsecured Construction | SI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0006 | SMER Non-defaulted Unsecured Other | SI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0007 | SMER Non-defaulted Unsecured | SI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0008 | SMER Non-Defaulted | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0009 | SMER Non-defaulted Secured | SI | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKCORP0001 | CORP Non-defaulted Secured Construction | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0002 | CORP Non-defaulted Secured Other | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0003 | CORP Non-defaulted Secured | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKCORP0004 | CORP Defaulted | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0005 | CORP Non-defaulted Unsecured Construction | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0006 | CORP Non-defaulted Unsecured Other | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0007 | CORP Non-Defaulted | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0008 | CORP Non-defaulted Secured | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKCORP0009 | CORP Non-defaulted Unsecured | SK | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKMORT0001 | Mortgages Non-defaulted ILTV <=25 % | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SKMORT0002 | Mortgages Non-defaulted ILTV >25 %,<=50 % | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SKMORT0003 | Mortgages Non-defaulted ILTV >50 %,<=75 % | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SKMORT0004 | Mortgages Non-defaulted ILTV >75 %,<=100 % | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SKMORT0005 | Mortgages Non-defaulted ILTV >100 %,<=125 % | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SKMORT0006 | Mortgages Non-defaulted ILTV >125 % | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SKMORT0007 | Mortgages Non-defaulted funded CRM | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SKMORT0008 | Mortgages Non-defaulted Unfunded CRM | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SKMORT0009 | Mortgages Defaulted | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SKMORT0010 | Mortgages Non-defaulted | SK | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0001 | SMEC Non-defaulted Secured Construction | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0002 | SMEC Non-defaulted Secured Other | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0003 | SMEC Non-defaulted Secured | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKSMEC0004 | SMEC Defaulted | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0005 | SMEC Non-defaulted Unsecured Construction | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0006 | SMEC Non-defaulted Unsecured Other | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0007 | SMEC Non-defaulted Unsecured | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0008 | SMEC Non-Defaulted | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0009 | SMEC Non-defaulted Secured | SK | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKSMER0001 | SMER Non-defaulted Secured Construction | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0002 | SMER Non-defaulted Secured Other | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0003 | SMER Non-defaulted Secured | SK | Retail — Secured by real estate SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKSMER0004 | SMER Defaulted | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0005 | SMER Non-defaulted Unsecured Construction | SK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0006 | SMER Non-defaulted Unsecured Other | SK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0007 | SMER Non-defaulted Unsecured | SK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0008 | SMER Non-Defaulted | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0009 | SMER Non-defaulted Secured | SK | Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SMEC0008 | SMEC Non-Defaulted | Not applicable | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SMER0008 | SMER Non-Defaulted | Not applicable | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CORP0004 | CORP Defaulted | Not applicable | Corporates — Other | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MORT0009 | Mortgages Defaulted | Not applicable | Retail — Secured by real estate non-SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SMEC0004 | SMEC Defaulted | Not applicable | Corporates — SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SMER0004 | SMER Defaulted | Not applicable | Retail — Secured by real estate SME; Retail — Other SME | Credit risk, Counterparty credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0001CC | CORP Non-defaulted Secured Construction | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0002CC | CORP Non-defaulted Secured Other | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0003CC | CORP Non-defaulted Secured | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ATCORP0004CC | CORP Defaulted | AT | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0005CC | CORP Non-defaulted Unsecured Construction | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0006CC | CORP Non-defaulted Unsecured Other | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0007CC | CORP Non-Defaulted | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0008CC | CORP Non-defaulted Secured | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATCORP0009CC | CORP Non-defaulted Unsecured | AT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ATMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ATMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ATMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ATMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ATMORT0006CC | Mortgages Non-defaulted ILTV >125 % | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ATMORT0007CC | Mortgages Non-defaulted funded CRM | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ATMORT0008CC | Mortgages Non-defaulted Unfunded CRM | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ATMORT0009CC | Mortgages Defaulted | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ATMORT0010CC | Mortgages Non-defaulted | AT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0001CC | SMEC Non-defaulted Secured Construction | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0002CC | SMEC Non-defaulted Secured Other | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0003CC | SMEC Non-defaulted Secured | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATSMEC0004CC | SMEC Defaulted | AT | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0005CC | SMEC Non-defaulted Unsecured Construction | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0006CC | SMEC Non-defaulted Unsecured Other | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0007CC | SMEC Non-defaulted Unsecured | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0008CC | SMEC Non-Defaulted | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0009CC | SMEC Non-defaulted Secured | AT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ATSMER0001CC | SMER Non-defaulted Secured Construction | AT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0002CC | SMER Non-defaulted Secured Other | AT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0003CC | SMER Non-defaulted Secured | AT | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATSMER0004CC | SMER Defaulted | AT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0005CC | SMER Non-defaulted Unsecured Construction | AT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0006CC | SMER Non-defaulted Unsecured Other | AT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0007CC | SMER Non-defaulted Unsecured | AT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0008CC | SMER Non-Defaulted | AT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0009CC | SMER Non-defaulted Secured | AT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BECORP0001CC | CORP Non-defaulted Secured Construction | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0002CC | CORP Non-defaulted Secured Other | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0003CC | CORP Non-defaulted Secured | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BECORP0004CC | CORP Defaulted | BE | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0005CC | CORP Non-defaulted Unsecured Construction | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0006CC | CORP Non-defaulted Unsecured Other | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0007CC | CORP Non-Defaulted | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0008CC | CORP Non-defaulted Secured | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BECORP0009CC | CORP Non-defaulted Unsecured | BE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BEMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % BEMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % BEMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % BEMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % BEMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % BEMORT0006CC | Mortgages Non-defaulted ILTV >125 % | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % BEMORT0007CC | Mortgages Non-defaulted funded CRM | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable BEMORT0008CC | Mortgages Non-defaulted Unfunded CRM | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable BEMORT0009CC | Mortgages Defaulted | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BEMORT0010CC | Mortgages Non-defaulted | BE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0001CC | SMEC Non-defaulted Secured Construction | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0002CC | SMEC Non-defaulted Secured Other | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0003CC | SMEC Non-defaulted Secured | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BESMEC0004CC | SMEC Defaulted | BE | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0005CC | SMEC Non-defaulted Unsecured Construction | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0006CC | SMEC Non-defaulted Unsecured Other | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0007CC | SMEC Non-defaulted Unsecured | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0008CC | SMEC Non-Defaulted | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0009CC | SMEC Non-defaulted Secured | BE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BESMER0001CC | SMER Non-defaulted Secured Construction | BE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0002CC | SMER Non-defaulted Secured Other | BE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0003CC | SMER Non-defaulted Secured | BE | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BESMER0004CC | SMER Defaulted | BE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0005CC | SMER Non-defaulted Unsecured Construction | BE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0006CC | SMER Non-defaulted Unsecured Other | BE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0007CC | SMER Non-defaulted Unsecured | BE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0008CC | SMER Non-Defaulted | BE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0009CC | SMER Non-defaulted Secured | BE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGCORP0001CC | CORP Non-defaulted Secured Construction | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0002CC | CORP Non-defaulted Secured Other | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0003CC | CORP Non-defaulted Secured | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGCORP0004CC | CORP Defaulted | BG | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0005CC | CORP Non-defaulted Unsecured Construction | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0006CC | CORP Non-defaulted Unsecured Other | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0007CC | CORP Non-Defaulted | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0008CC | CORP Non-defaulted Secured | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGCORP0009CC | CORP Non-defaulted Unsecured | BG | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable BGMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % BGMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % BGMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % BGMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % BGMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % BGMORT0006CC | Mortgages Non-defaulted ILTV >125 % | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % BGMORT0007CC | Mortgages Non-defaulted funded CRM | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable BGMORT0008CC | Mortgages Non-defaulted Unfunded CRM | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable BGMORT0009CC | Mortgages Defaulted | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BGMORT0010CC | Mortgages Non-defaulted | BG | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0001CC | SMEC Non-defaulted Secured Construction | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0002CC | SMEC Non-defaulted Secured Other | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0003CC | SMEC Non-defaulted Secured | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGSMEC0004CC | SMEC Defaulted | BG | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0005CC | SMEC Non-defaulted Unsecured Construction | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0006CC | SMEC Non-defaulted Unsecured Other | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0007CC | SMEC Non-defaulted Unsecured | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0008CC | SMEC Non-Defaulted | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0009CC | SMEC Non-defaulted Secured | BG | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGSMER0001CC | SMER Non-defaulted Secured Construction | BG | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0002CC | SMER Non-defaulted Secured Other | BG | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0003CC | SMER Non-defaulted Secured | BG | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGSMER0004CC | SMER Defaulted | BG | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0005CC | SMER Non-defaulted Unsecured Construction | BG | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0006CC | SMER Non-defaulted Unsecured Other | BG | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0007CC | SMER Non-defaulted Unsecured | BG | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0008CC | SMER Non-Defaulted | BG | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0009CC | SMER Non-defaulted Secured | BG | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CORP0007CC | CORP Non-Defaulted | Not applicable | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0001CC | CORP Non-defaulted Secured Construction | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0002CC | CORP Non-defaulted Secured Other | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0003CC | CORP Non-defaulted Secured | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CYCORP0004CC | CORP Defaulted | CY | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0005CC | CORP Non-defaulted Unsecured Construction | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0006CC | CORP Non-defaulted Unsecured Other | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0007CC | CORP Non-Defaulted | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0008CC | CORP Non-defaulted Secured | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYCORP0009CC | CORP Non-defaulted Unsecured | CY | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % CYMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % CYMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % CYMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % CYMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % CYMORT0006CC | Mortgages Non-defaulted ILTV >125 % | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % CYMORT0007CC | Mortgages Non-defaulted funded CRM | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable CYMORT0008CC | Mortgages Non-defaulted Unfunded CRM | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable CYMORT0009CC | Mortgages Defaulted | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CYMORT0010CC | Mortgages Non-defaulted | CY | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0001CC | SMEC Non-defaulted Secured Construction | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0002CC | SMEC Non-defaulted Secured Other | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0003CC | SMEC Non-defaulted Secured | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYSMEC0004CC | SMEC Defaulted | CY | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0005CC | SMEC Non-defaulted Unsecured Construction | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0006CC | SMEC Non-defaulted Unsecured Other | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0007CC | SMEC Non-defaulted Unsecured | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0008CC | SMEC Non-Defaulted | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0009CC | SMEC Non-defaulted Secured | CY | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CYSMER0001CC | SMER Non-defaulted Secured Construction | CY | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0002CC | SMER Non-defaulted Secured Other | CY | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0003CC | SMER Non-defaulted Secured | CY | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYSMER0004CC | SMER Defaulted | CY | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0005CC | SMER Non-defaulted Unsecured Construction | CY | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0006CC | SMER Non-defaulted Unsecured Other | CY | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0007CC | SMER Non-defaulted Unsecured | CY | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0008CC | SMER Non-Defaulted | CY | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0009CC | SMER Non-defaulted Secured | CY | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZCORP0001CC | CORP Non-defaulted Secured Construction | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0002CC | CORP Non-defaulted Secured Other | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0003CC | CORP Non-defaulted Secured | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZCORP0004CC | CORP Defaulted | CZ | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0005CC | CORP Non-defaulted Unsecured Construction | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0006CC | CORP Non-defaulted Unsecured Other | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0007CC | CORP Non-Defaulted | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0008CC | CORP Non-defaulted Secured | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZCORP0009CC | CORP Non-defaulted Unsecured | CZ | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % CZMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % CZMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % CZMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % CZMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % CZMORT0006CC | Mortgages Non-defaulted ILTV >125 % | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % CZMORT0007CC | Mortgages Non-defaulted funded CRM | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable CZMORT0008CC | Mortgages Non-defaulted Unfunded CRM | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable CZMORT0009CC | Mortgages Defaulted | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CZMORT0010CC | Mortgages Non-defaulted | CZ | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0001CC | SMEC Non-defaulted Secured Construction | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0002CC | SMEC Non-defaulted Secured Other | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0003CC | SMEC Non-defaulted Secured | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZSMEC0004CC | SMEC Defaulted | CZ | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0005CC | SMEC Non-defaulted Unsecured Construction | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0006CC | SMEC Non-defaulted Unsecured Other | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0007CC | SMEC Non-defaulted Unsecured | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0008CC | SMEC Non-Defaulted | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0009CC | SMEC Non-defaulted Secured | CZ | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZSMER0001CC | SMER Non-defaulted Secured Construction | CZ | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0002CC | SMER Non-defaulted Secured Other | CZ | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0003CC | SMER Non-defaulted Secured | CZ | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZSMER0004CC | SMER Defaulted | CZ | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0005CC | SMER Non-defaulted Unsecured Construction | CZ | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0006CC | SMER Non-defaulted Unsecured Other | CZ | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0007CC | SMER Non-defaulted Unsecured | CZ | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0008CC | SMER Non-Defaulted | CZ | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0009CC | SMER Non-defaulted Secured | CZ | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DECORP0001CC | CORP Non-defaulted Secured Construction | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0002CC | CORP Non-defaulted Secured Other | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0003CC | CORP Non-defaulted Secured | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DECORP0004CC | CORP Defaulted | DE | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0005CC | CORP Non-defaulted Unsecured Construction | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0006CC | CORP Non-defaulted Unsecured Other | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0007CC | CORP Non-Defaulted | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0008CC | CORP Non-defaulted Secured | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DECORP0009CC | CORP Non-defaulted Unsecured | DE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DEMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % DEMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % DEMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % DEMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % DEMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % DEMORT0006CC | Mortgages Non-defaulted ILTV >125 % | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % DEMORT0007CC | Mortgages Non-defaulted funded CRM | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable DEMORT0008CC | Mortgages Non-defaulted Unfunded CRM | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable DEMORT0009CC | Mortgages Defaulted | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DEMORT0010CC | Mortgages Non-defaulted | DE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0001CC | SMEC Non-defaulted Secured Construction | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0002CC | SMEC Non-defaulted Secured Other | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0003CC | SMEC Non-defaulted Secured | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DESMEC0004CC | SMEC Defaulted | DE | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0005CC | SMEC Non-defaulted Unsecured Construction | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0006CC | SMEC Non-defaulted Unsecured Other | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0007CC | SMEC Non-defaulted Unsecured | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0008CC | SMEC Non-Defaulted | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0009CC | SMEC Non-defaulted Secured | DE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DESMER0001CC | SMER Non-defaulted Secured Construction | DE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0002CC | SMER Non-defaulted Secured Other | DE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0003CC | SMER Non-defaulted Secured | DE | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DESMER0004CC | SMER Defaulted | DE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0005CC | SMER Non-defaulted Unsecured Construction | DE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0006CC | SMER Non-defaulted Unsecured Other | DE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0007CC | SMER Non-defaulted Unsecured | DE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0008CC | SMER Non-Defaulted | DE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0009CC | SMER Non-defaulted Secured | DE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKCORP0001CC | CORP Non-defaulted Secured Construction | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0002CC | CORP Non-defaulted Secured Other | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0003CC | CORP Non-defaulted Secured | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKCORP0004CC | CORP Defaulted | DK | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0005CC | CORP Non-defaulted Unsecured Construction | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0006CC | CORP Non-defaulted Unsecured Other | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0007CC | CORP Non-Defaulted | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0008CC | CORP Non-defaulted Secured | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKCORP0009CC | CORP Non-defaulted Unsecured | DK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable DKMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % DKMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % DKMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % DKMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % DKMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % DKMORT0006CC | Mortgages Non-defaulted ILTV >125 % | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % DKMORT0007CC | Mortgages Non-defaulted funded CRM | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable DKMORT0008CC | Mortgages Non-defaulted Unfunded CRM | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable DKMORT0009CC | Mortgages Defaulted | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DKMORT0010CC | Mortgages Non-defaulted | DK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0001CC | SMEC Non-defaulted Secured Construction | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0002CC | SMEC Non-defaulted Secured Other | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0003CC | SMEC Non-defaulted Secured | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKSMEC0004CC | SMEC Defaulted | DK | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0005CC | SMEC Non-defaulted Unsecured Construction | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0006CC | SMEC Non-defaulted Unsecured Other | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0007CC | SMEC Non-defaulted Unsecured | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0008CC | SMEC Non-Defaulted | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0009CC | SMEC Non-defaulted Secured | DK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKSMER0001CC | SMER Non-defaulted Secured Construction | DK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0002CC | SMER Non-defaulted Secured Other | DK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0003CC | SMER Non-defaulted Secured | DK | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKSMER0004CC | SMER Defaulted | DK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0005CC | SMER Non-defaulted Unsecured Construction | DK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0006CC | SMER Non-defaulted Unsecured Other | DK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0007CC | SMER Non-defaulted Unsecured | DK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0008CC | SMER Non-Defaulted | DK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0009CC | SMER Non-defaulted Secured | DK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EECORP0001CC | CORP Non-defaulted Secured Construction | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0002CC | CORP Non-defaulted Secured Other | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0003CC | CORP Non-defaulted Secured | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EECORP0004CC | CORP Defaulted | EE | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0005CC | CORP Non-defaulted Unsecured Construction | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0006CC | CORP Non-defaulted Unsecured Other | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0007CC | CORP Non-Defaulted | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0008CC | CORP Non-defaulted Secured | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EECORP0009CC | CORP Non-defaulted Unsecured | EE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EEMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % EEMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % EEMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % EEMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % EEMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % EEMORT0006CC | Mortgages Non-defaulted ILTV >125 % | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % EEMORT0007CC | Mortgages Non-defaulted funded CRM | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable EEMORT0008CC | Mortgages Non-defaulted Unfunded CRM | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable EEMORT0009CC | Mortgages Defaulted | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable EEMORT0010CC | Mortgages Non-defaulted | EE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0001CC | SMEC Non-defaulted Secured Construction | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0002CC | SMEC Non-defaulted Secured Other | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0003CC | SMEC Non-defaulted Secured | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EESMEC0004CC | SMEC Defaulted | EE | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0005CC | SMEC Non-defaulted Unsecured Construction | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0006CC | SMEC Non-defaulted Unsecured Other | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0007CC | SMEC Non-defaulted Unsecured | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0008CC | SMEC Non-Defaulted | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0009CC | SMEC Non-defaulted Secured | EE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EESMER0001CC | SMER Non-defaulted Secured Construction | EE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0002CC | SMER Non-defaulted Secured Other | EE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0003CC | SMER Non-defaulted Secured | EE | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EESMER0004CC | SMER Defaulted | EE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0005CC | SMER Non-defaulted Unsecured Construction | EE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0006CC | SMER Non-defaulted Unsecured Other | EE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0007CC | SMER Non-defaulted Unsecured | EE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0008CC | SMER Non-Defaulted | EE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0009CC | SMER Non-defaulted Secured | EE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESCORP0001CC | CORP Non-defaulted Secured Construction | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0002CC | CORP Non-defaulted Secured Other | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0003CC | CORP Non-defaulted Secured | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESCORP0004CC | CORP Defaulted | ES | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0005CC | CORP Non-defaulted Unsecured Construction | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0006CC | CORP Non-defaulted Unsecured Other | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0007CC | CORP Non-Defaulted | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0008CC | CORP Non-defaulted Secured | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESCORP0009CC | CORP Non-defaulted Unsecured | ES | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ESMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ESMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ESMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ESMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ESMORT0006CC | Mortgages Non-defaulted ILTV >125 % | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ESMORT0007CC | Mortgages Non-defaulted funded CRM | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ESMORT0008CC | Mortgages Non-defaulted Unfunded CRM | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ESMORT0009CC | Mortgages Defaulted | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ESMORT0010CC | Mortgages Non-defaulted | ES | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0001CC | SMEC Non-defaulted Secured Construction | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0002CC | SMEC Non-defaulted Secured Other | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0003CC | SMEC Non-defaulted Secured | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESSMEC0004CC | SMEC Defaulted | ES | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0005CC | SMEC Non-defaulted Unsecured Construction | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0006CC | SMEC Non-defaulted Unsecured Other | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0007CC | SMEC Non-defaulted Unsecured | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0008CC | SMEC Non-Defaulted | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0009CC | SMEC Non-defaulted Secured | ES | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESSMER0001CC | SMER Non-defaulted Secured Construction | ES | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0002CC | SMER Non-defaulted Secured Other | ES | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0003CC | SMER Non-defaulted Secured | ES | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESSMER0004CC | SMER Defaulted | ES | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0005CC | SMER Non-defaulted Unsecured Construction | ES | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0006CC | SMER Non-defaulted Unsecured Other | ES | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0007CC | SMER Non-defaulted Unsecured | ES | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0008CC | SMER Non-Defaulted | ES | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0009CC | SMER Non-defaulted Secured | ES | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FICORP0001CC | CORP Non-defaulted Secured Construction | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0002CC | CORP Non-defaulted Secured Other | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0003CC | CORP Non-defaulted Secured | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FICORP0004CC | CORP Defaulted | FI | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0005CC | CORP Non-defaulted Unsecured Construction | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0006CC | CORP Non-defaulted Unsecured Other | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0007CC | CORP Non-Defaulted | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0008CC | CORP Non-defaulted Secured | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FICORP0009CC | CORP Non-defaulted Unsecured | FI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FIMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % FIMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % FIMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % FIMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % FIMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % FIMORT0006CC | Mortgages Non-defaulted ILTV >125 % | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % FIMORT0007CC | Mortgages Non-defaulted funded CRM | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable FIMORT0008CC | Mortgages Non-defaulted Unfunded CRM | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable FIMORT0009CC | Mortgages Defaulted | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FIMORT0010CC | Mortgages Non-defaulted | FI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0001CC | SMEC Non-defaulted Secured Construction | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0002CC | SMEC Non-defaulted Secured Other | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0003CC | SMEC Non-defaulted Secured | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FISMEC0004CC | SMEC Defaulted | FI | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0005CC | SMEC Non-defaulted Unsecured Construction | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0006CC | SMEC Non-defaulted Unsecured Other | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0007CC | SMEC Non-defaulted Unsecured | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0008CC | SMEC Non-Defaulted | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0009CC | SMEC Non-defaulted Secured | FI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FISMER0001CC | SMER Non-defaulted Secured Construction | FI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0002CC | SMER Non-defaulted Secured Other | FI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0003CC | SMER Non-defaulted Secured | FI | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FISMER0004CC | SMER Defaulted | FI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0005CC | SMER Non-defaulted Unsecured Construction | FI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0006CC | SMER Non-defaulted Unsecured Other | FI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0007CC | SMER Non-defaulted Unsecured | FI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0008CC | SMER Non-Defaulted | FI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0009CC | SMER Non-defaulted Secured | FI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRCORP0001CC | CORP Non-defaulted Secured Construction | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0002CC | CORP Non-defaulted Secured Other | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0003CC | CORP Non-defaulted Secured | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRCORP0004CC | CORP Defaulted | FR | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0005CC | CORP Non-defaulted Unsecured Construction | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0006CC | CORP Non-defaulted Unsecured Other | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0007CC | CORP Non-Defaulted | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0008CC | CORP Non-defaulted Secured | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRCORP0009CC | CORP Non-defaulted Unsecured | FR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable FRMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % FRMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % FRMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % FRMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % FRMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % FRMORT0006CC | Mortgages Non-defaulted ILTV >125 % | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % FRMORT0007CC | Mortgages Non-defaulted funded CRM | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable FRMORT0008CC | Mortgages Non-defaulted Unfunded CRM | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable FRMORT0009CC | Mortgages Defaulted | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FRMORT0010CC | Mortgages Non-defaulted | FR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0001CC | SMEC Non-defaulted Secured Construction | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0002CC | SMEC Non-defaulted Secured Other | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0003CC | SMEC Non-defaulted Secured | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRSMEC0004CC | SMEC Defaulted | FR | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0005CC | SMEC Non-defaulted Unsecured Construction | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0006CC | SMEC Non-defaulted Unsecured Other | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0007CC | SMEC Non-defaulted Unsecured | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0008CC | SMEC Non-Defaulted | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0009CC | SMEC Non-defaulted Secured | FR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRSMER0001CC | SMER Non-defaulted Secured Construction | FR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0002CC | SMER Non-defaulted Secured Other | FR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0003CC | SMER Non-defaulted Secured | FR | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRSMER0004CC | SMER Defaulted | FR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0005CC | SMER Non-defaulted Unsecured Construction | FR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0006CC | SMER Non-defaulted Unsecured Other | FR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0007CC | SMER Non-defaulted Unsecured | FR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0008CC | SMER Non-Defaulted | FR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0009CC | SMER Non-defaulted Secured | FR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBCORP0001CC | CORP Non-defaulted Secured Construction | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0002CC | CORP Non-defaulted Secured Other | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0003CC | CORP Non-defaulted Secured | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBCORP0004CC | CORP Defaulted | GB | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0005CC | CORP Non-defaulted Unsecured Construction | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0006CC | CORP Non-defaulted Unsecured Other | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0007CC | CORP Non-Defaulted | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0008CC | CORP Non-defaulted Secured | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBCORP0009CC | CORP Non-defaulted Unsecured | GB | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % GBMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % GBMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % GBMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % GBMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % GBMORT0006CC | Mortgages Non-defaulted ILTV >125 % | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % GBMORT0007CC | Mortgages Non-defaulted funded CRM | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable GBMORT0008CC | Mortgages Non-defaulted Unfunded CRM | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable GBMORT0009CC | Mortgages Defaulted | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GBMORT0010CC | Mortgages Non-defaulted | GB | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0001CC | SMEC Non-defaulted Secured Construction | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0002CC | SMEC Non-defaulted Secured Other | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0003CC | SMEC Non-defaulted Secured | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBSMEC0004CC | SMEC Defaulted | GB | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0005CC | SMEC Non-defaulted Unsecured Construction | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0006CC | SMEC Non-defaulted Unsecured Other | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0007CC | SMEC Non-defaulted Unsecured | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0008CC | SMEC Non-Defaulted | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0009CC | SMEC Non-defaulted Secured | GB | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBSMER0001CC | SMER Non-defaulted Secured Construction | GB | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0002CC | SMER Non-defaulted Secured Other | GB | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0003CC | SMER Non-defaulted Secured | GB | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBSMER0004CC | SMER Defaulted | GB | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0005CC | SMER Non-defaulted Unsecured Construction | GB | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0006CC | SMER Non-defaulted Unsecured Other | GB | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0007CC | SMER Non-defaulted Unsecured | GB | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0008CC | SMER Non-Defaulted | GB | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0009CC | SMER Non-defaulted Secured | GB | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRCORP0001CC | CORP Non-defaulted Secured Construction | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0002CC | CORP Non-defaulted Secured Other | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0003CC | CORP Non-defaulted Secured | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRCORP0004CC | CORP Defaulted | GR | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0005CC | CORP Non-defaulted Unsecured Construction | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0006CC | CORP Non-defaulted Unsecured Other | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0007CC | CORP Non-Defaulted | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0008CC | CORP Non-defaulted Secured | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRCORP0009CC | CORP Non-defaulted Unsecured | GR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % GRMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % GRMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % GRMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % GRMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % GRMORT0006CC | Mortgages Non-defaulted ILTV >125 % | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % GRMORT0007CC | Mortgages Non-defaulted funded CRM | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable GRMORT0008CC | Mortgages Non-defaulted Unfunded CRM | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable GRMORT0009CC | Mortgages Defaulted | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GRMORT0010CC | Mortgages Non-defaulted | GR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0001CC | SMEC Non-defaulted Secured Construction | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0002CC | SMEC Non-defaulted Secured Other | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0003CC | SMEC Non-defaulted Secured | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRSMEC0004CC | SMEC Defaulted | GR | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0005CC | SMEC Non-defaulted Unsecured Construction | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0006CC | SMEC Non-defaulted Unsecured Other | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0007CC | SMEC Non-defaulted Unsecured | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0008CC | SMEC Non-Defaulted | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0009CC | SMEC Non-defaulted Secured | GR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRSMER0001CC | SMER Non-defaulted Secured Construction | GR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0002CC | SMER Non-defaulted Secured Other | GR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0003CC | SMER Non-defaulted Secured | GR | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRSMER0004CC | SMER Defaulted | GR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0005CC | SMER Non-defaulted Unsecured Construction | GR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0006CC | SMER Non-defaulted Unsecured Other | GR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0007CC | SMER Non-defaulted Unsecured | GR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0008CC | SMER Non-Defaulted | GR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0009CC | SMER Non-defaulted Secured | GR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRCORP0001CC | CORP Non-defaulted Secured Construction | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0002CC | CORP Non-defaulted Secured Other | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0003CC | CORP Non-defaulted Secured | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRCORP0004CC | CORP Defaulted | HR | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0005CC | CORP Non-defaulted Unsecured Construction | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0006CC | CORP Non-defaulted Unsecured Other | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0007CC | CORP Non-Defaulted | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0008CC | CORP Non-defaulted Secured | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRCORP0009CC | CORP Non-defaulted Unsecured | HR | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % HRMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % HRMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % HRMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % HRMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % HRMORT0006CC | Mortgages Non-defaulted ILTV >125 % | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % HRMORT0007CC | Mortgages Non-defaulted funded CRM | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable HRMORT0008CC | Mortgages Non-defaulted Unfunded CRM | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable HRMORT0009CC | Mortgages Defaulted | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HRMORT0010CC | Mortgages Non-defaulted | HR | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0001CC | SMEC Non-defaulted Secured Construction | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0002CC | SMEC Non-defaulted Secured Other | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0003CC | SMEC Non-defaulted Secured | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRSMEC0004CC | SMEC Defaulted | HR | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0005CC | SMEC Non-defaulted Unsecured Construction | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0006CC | SMEC Non-defaulted Unsecured Other | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0007CC | SMEC Non-defaulted Unsecured | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0008CC | SMEC Non-Defaulted | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0009CC | SMEC Non-defaulted Secured | HR | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRSMER0001CC | SMER Non-defaulted Secured Construction | HR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0002CC | SMER Non-defaulted Secured Other | HR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0003CC | SMER Non-defaulted Secured | HR | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRSMER0004CC | SMER Defaulted | HR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0005CC | SMER Non-defaulted Unsecured Construction | HR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0006CC | SMER Non-defaulted Unsecured Other | HR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0007CC | SMER Non-defaulted Unsecured | HR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0008CC | SMER Non-Defaulted | HR | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0009CC | SMER Non-defaulted Secured | HR | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUCORP0001CC | CORP Non-defaulted Secured Construction | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0002CC | CORP Non-defaulted Secured Other | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0003CC | CORP Non-defaulted Secured | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUCORP0004CC | CORP Defaulted | HU | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0005CC | CORP Non-defaulted Unsecured Construction | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0006CC | CORP Non-defaulted Unsecured Other | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0007CC | CORP Non-Defaulted | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0008CC | CORP Non-defaulted Secured | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUCORP0009CC | CORP Non-defaulted Unsecured | HU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable HUMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % HUMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % HUMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % HUMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % HUMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % HUMORT0006CC | Mortgages Non-defaulted ILTV >125 % | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % HUMORT0007CC | Mortgages Non-defaulted funded CRM | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable HUMORT0008CC | Mortgages Non-defaulted Unfunded CRM | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable HUMORT0009CC | Mortgages Defaulted | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HUMORT0010CC | Mortgages Non-defaulted | HU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0001CC | SMEC Non-defaulted Secured Construction | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0002CC | SMEC Non-defaulted Secured Other | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0003CC | SMEC Non-defaulted Secured | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUSMEC0004CC | SMEC Defaulted | HU | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0005CC | SMEC Non-defaulted Unsecured Construction | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0006CC | SMEC Non-defaulted Unsecured Other | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0007CC | SMEC Non-defaulted Unsecured | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0008CC | SMEC Non-Defaulted | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0009CC | SMEC Non-defaulted Secured | HU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUSMER0001CC | SMER Non-defaulted Secured Construction | HU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0002CC | SMER Non-defaulted Secured Other | HU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0003CC | SMER Non-defaulted Secured | HU | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUSMER0004CC | SMER Defaulted | HU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0005CC | SMER Non-defaulted Unsecured Construction | HU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0006CC | SMER Non-defaulted Unsecured Other | HU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0007CC | SMER Non-defaulted Unsecured | HU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0008CC | SMER Non-Defaulted | HU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0009CC | SMER Non-defaulted Secured | HU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IECORP0001CC | CORP Non-defaulted Secured Construction | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0002CC | CORP Non-defaulted Secured Other | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0003CC | CORP Non-defaulted Secured | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IECORP0004CC | CORP Defaulted | IE | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0005CC | CORP Non-defaulted Unsecured Construction | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0006CC | CORP Non-defaulted Unsecured Other | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0007CC | CORP Non-Defaulted | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0008CC | CORP Non-defaulted Secured | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IECORP0009CC | CORP Non-defaulted Unsecured | IE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IEMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % IEMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % IEMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % IEMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % IEMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % IEMORT0006CC | Mortgages Non-defaulted ILTV >125 % | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % IEMORT0007CC | Mortgages Non-defaulted funded CRM | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable IEMORT0008CC | Mortgages Non-defaulted Unfunded CRM | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable IEMORT0009CC | Mortgages Defaulted | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IEMORT0010CC | Mortgages Non-defaulted | IE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0001CC | SMEC Non-defaulted Secured Construction | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0002CC | SMEC Non-defaulted Secured Other | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0003CC | SMEC Non-defaulted Secured | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IESMEC0004CC | SMEC Defaulted | IE | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0005CC | SMEC Non-defaulted Unsecured Construction | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0006CC | SMEC Non-defaulted Unsecured Other | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0007CC | SMEC Non-defaulted Unsecured | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0008CC | SMEC Non-Defaulted | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0009CC | SMEC Non-defaulted Secured | IE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IESMER0001CC | SMER Non-defaulted Secured Construction | IE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0002CC | SMER Non-defaulted Secured Other | IE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0003CC | SMER Non-defaulted Secured | IE | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IESMER0004CC | SMER Defaulted | IE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0005CC | SMER Non-defaulted Unsecured Construction | IE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0006CC | SMER Non-defaulted Unsecured Other | IE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0007CC | SMER Non-defaulted Unsecured | IE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0008CC | SMER Non-Defaulted | IE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0009CC | SMER Non-defaulted Secured | IE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITCORP0001CC | CORP Non-defaulted Secured Construction | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0002CC | CORP Non-defaulted Secured Other | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0003CC | CORP Non-defaulted Secured | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITCORP0004CC | CORP Defaulted | IT | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0005CC | CORP Non-defaulted Unsecured Construction | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0006CC | CORP Non-defaulted Unsecured Other | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0007CC | CORP Non-Defaulted | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0008CC | CORP Non-defaulted Secured | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITCORP0009CC | CORP Non-defaulted Unsecured | IT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ITMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ITMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ITMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ITMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ITMORT0006CC | Mortgages Non-defaulted ILTV >125 % | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ITMORT0007CC | Mortgages Non-defaulted funded CRM | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ITMORT0008CC | Mortgages Non-defaulted Unfunded CRM | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ITMORT0009CC | Mortgages Defaulted | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ITMORT0010CC | Mortgages Non-defaulted | IT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0001CC | SMEC Non-defaulted Secured Construction | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0002CC | SMEC Non-defaulted Secured Other | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0003CC | SMEC Non-defaulted Secured | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITSMEC0004CC | SMEC Defaulted | IT | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0005CC | SMEC Non-defaulted Unsecured Construction | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0006CC | SMEC Non-defaulted Unsecured Other | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0007CC | SMEC Non-defaulted Unsecured | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0008CC | SMEC Non-Defaulted | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0009CC | SMEC Non-defaulted Secured | IT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITSMER0001CC | SMER Non-defaulted Secured Construction | IT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0002CC | SMER Non-defaulted Secured Other | IT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0003CC | SMER Non-defaulted Secured | IT | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITSMER0004CC | SMER Defaulted | IT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0005CC | SMER Non-defaulted Unsecured Construction | IT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0006CC | SMER Non-defaulted Unsecured Other | IT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0007CC | SMER Non-defaulted Unsecured | IT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0008CC | SMER Non-Defaulted | IT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0009CC | SMER Non-defaulted Secured | IT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTCORP0001CC | CORP Non-defaulted Secured Construction | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0002CC | CORP Non-defaulted Secured Other | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0003CC | CORP Non-defaulted Secured | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTCORP0004CC | CORP Defaulted | LT | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0005CC | CORP Non-defaulted Unsecured Construction | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0006CC | CORP Non-defaulted Unsecured Other | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0007CC | CORP Non-Defaulted | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0008CC | CORP Non-defaulted Secured | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTCORP0009CC | CORP Non-defaulted Unsecured | LT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LTMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LTMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LTMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LTMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LTMORT0006CC | Mortgages Non-defaulted ILTV >125 % | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LTMORT0007CC | Mortgages Non-defaulted funded CRM | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LTMORT0008CC | Mortgages Non-defaulted Unfunded CRM | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LTMORT0009CC | Mortgages Defaulted | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LTMORT0010CC | Mortgages Non-defaulted | LT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0001CC | SMEC Non-defaulted Secured Construction | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0002CC | SMEC Non-defaulted Secured Other | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0003CC | SMEC Non-defaulted Secured | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTSMEC0004CC | SMEC Defaulted | LT | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0005CC | SMEC Non-defaulted Unsecured Construction | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0006CC | SMEC Non-defaulted Unsecured Other | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0007CC | SMEC Non-defaulted Unsecured | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0008CC | SMEC Non-Defaulted | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0009CC | SMEC Non-defaulted Secured | LT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTSMER0001CC | SMER Non-defaulted Secured Construction | LT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0002CC | SMER Non-defaulted Secured Other | LT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0003CC | SMER Non-defaulted Secured | LT | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTSMER0004CC | SMER Defaulted | LT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0005CC | SMER Non-defaulted Unsecured Construction | LT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0006CC | SMER Non-defaulted Unsecured Other | LT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0007CC | SMER Non-defaulted Unsecured | LT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0008CC | SMER Non-Defaulted | LT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0009CC | SMER Non-defaulted Secured | LT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUCORP0001CC | CORP Non-defaulted Secured Construction | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0002CC | CORP Non-defaulted Secured Other | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0003CC | CORP Non-defaulted Secured | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUCORP0004CC | CORP Defaulted | LU | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0005CC | CORP Non-defaulted Unsecured Construction | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0006CC | CORP Non-defaulted Unsecured Other | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0007CC | CORP Non-Defaulted | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0008CC | CORP Non-defaulted Secured | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUCORP0009CC | CORP Non-defaulted Unsecured | LU | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable LUMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LUMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LUMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LUMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LUMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LUMORT0006CC | Mortgages Non-defaulted ILTV >125 % | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LUMORT0007CC | Mortgages Non-defaulted funded CRM | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LUMORT0008CC | Mortgages Non-defaulted Unfunded CRM | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LUMORT0009CC | Mortgages Defaulted | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LUMORT0010CC | Mortgages Non-defaulted | LU | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0001CC | SMEC Non-defaulted Secured Construction | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0002CC | SMEC Non-defaulted Secured Other | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0003CC | SMEC Non-defaulted Secured | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUSMEC0004CC | SMEC Defaulted | LU | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0005CC | SMEC Non-defaulted Unsecured Construction | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0006CC | SMEC Non-defaulted Unsecured Other | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0007CC | SMEC Non-defaulted Unsecured | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0008CC | SMEC Non-Defaulted | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0009CC | SMEC Non-defaulted Secured | LU | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUSMER0001CC | SMER Non-defaulted Secured Construction | LU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0002CC | SMER Non-defaulted Secured Other | LU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0003CC | SMER Non-defaulted Secured | LU | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUSMER0004CC | SMER Defaulted | LU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0005CC | SMER Non-defaulted Unsecured Construction | LU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0006CC | SMER Non-defaulted Unsecured Other | LU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0007CC | SMER Non-defaulted Unsecured | LU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0008CC | SMER Non-Defaulted | LU | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0009CC | SMER Non-defaulted Secured | LU | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVCORP0001CC | CORP Non-defaulted Secured Construction | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0002CC | CORP Non-defaulted Secured Other | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0003CC | CORP Non-defaulted Secured | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVCORP0004CC | CORP Defaulted | LV | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0005CC | CORP Non-defaulted Unsecured Construction | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0006CC | CORP Non-defaulted Unsecured Other | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0007CC | CORP Non-Defaulted | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0008CC | CORP Non-defaulted Secured | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVCORP0009CC | CORP Non-defaulted Unsecured | LV | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LVMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LVMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LVMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LVMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LVMORT0006CC | Mortgages Non-defaulted ILTV >125 % | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LVMORT0007CC | Mortgages Non-defaulted funded CRM | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LVMORT0008CC | Mortgages Non-defaulted Unfunded CRM | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LVMORT0009CC | Mortgages Defaulted | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LVMORT0010CC | Mortgages Non-defaulted | LV | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0001CC | SMEC Non-defaulted Secured Construction | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0002CC | SMEC Non-defaulted Secured Other | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0003CC | SMEC Non-defaulted Secured | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVSMEC0004CC | SMEC Defaulted | LV | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0005CC | SMEC Non-defaulted Unsecured Construction | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0006CC | SMEC Non-defaulted Unsecured Other | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0007CC | SMEC Non-defaulted Unsecured | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0008CC | SMEC Non-Defaulted | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0009CC | SMEC Non-defaulted Secured | LV | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVSMER0001CC | SMER Non-defaulted Secured Construction | LV | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0002CC | SMER Non-defaulted Secured Other | LV | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0003CC | SMER Non-defaulted Secured | LV | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVSMER0004CC | SMER Defaulted | LV | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0005CC | SMER Non-defaulted Unsecured Construction | LV | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0006CC | SMER Non-defaulted Unsecured Other | LV | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0007CC | SMER Non-defaulted Unsecured | LV | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0008CC | SMER Non-Defaulted | LV | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0009CC | SMER Non-defaulted Secured | LV | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MORT0010CC | Mortgages Non-defaulted | Not applicable | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0001CC | CORP Non-defaulted Secured Construction | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0002CC | CORP Non-defaulted Secured Other | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0003CC | CORP Non-defaulted Secured | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MTCORP0004CC | CORP Defaulted | MT | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0005CC | CORP Non-defaulted Unsecured Construction | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0006CC | CORP Non-defaulted Unsecured Other | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0007CC | CORP Non-Defaulted | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0008CC | CORP Non-defaulted Secured | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTCORP0009CC | CORP Non-defaulted Unsecured | MT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % MTMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % MTMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % MTMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % MTMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % MTMORT0006CC | Mortgages Non-defaulted ILTV >125 % | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % MTMORT0007CC | Mortgages Non-defaulted funded CRM | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable MTMORT0008CC | Mortgages Non-defaulted Unfunded CRM | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable MTMORT0009CC | Mortgages Defaulted | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTMORT0010CC | Mortgages Non-defaulted | MT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0001CC | SMEC Non-defaulted Secured Construction | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0002CC | SMEC Non-defaulted Secured Other | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0003CC | SMEC Non-defaulted Secured | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTSMEC0004CC | SMEC Defaulted | MT | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0005CC | SMEC Non-defaulted Unsecured Construction | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0006CC | SMEC Non-defaulted Unsecured Other | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0007CC | SMEC Non-defaulted Unsecured | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0008CC | SMEC Non-Defaulted | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0009CC | SMEC Non-defaulted Secured | MT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MTSMER0001CC | SMER Non-defaulted Secured Construction | MT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0002CC | SMER Non-defaulted Secured Other | MT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0003CC | SMER Non-defaulted Secured | MT | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTSMER0004CC | SMER Defaulted | MT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0005CC | SMER Non-defaulted Unsecured Construction | MT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0006CC | SMER Non-defaulted Unsecured Other | MT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0007CC | SMER Non-defaulted Unsecured | MT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0008CC | SMER Non-Defaulted | MT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0009CC | SMER Non-defaulted Secured | MT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLCORP0001CC | CORP Non-defaulted Secured Construction | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0002CC | CORP Non-defaulted Secured Other | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0003CC | CORP Non-defaulted Secured | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLCORP0004CC | CORP Defaulted | NL | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0005CC | CORP Non-defaulted Unsecured Construction | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0006CC | CORP Non-defaulted Unsecured Other | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0007CC | CORP Non-Defaulted | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0008CC | CORP Non-defaulted Secured | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLCORP0009CC | CORP Non-defaulted Unsecured | NL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % NLMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % NLMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % NLMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % NLMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % NLMORT0006CC | Mortgages Non-defaulted ILTV >125 % | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % NLMORT0007CC | Mortgages Non-defaulted funded CRM | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable NLMORT0008CC | Mortgages Non-defaulted Unfunded CRM | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable NLMORT0009CC | Mortgages Defaulted | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NLMORT0010CC | Mortgages Non-defaulted | NL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0001CC | SMEC Non-defaulted Secured Construction | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0002CC | SMEC Non-defaulted Secured Other | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0003CC | SMEC Non-defaulted Secured | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLSMEC0004CC | SMEC Defaulted | NL | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0005CC | SMEC Non-defaulted Unsecured Construction | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0006CC | SMEC Non-defaulted Unsecured Other | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0007CC | SMEC Non-defaulted Unsecured | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0008CC | SMEC Non-Defaulted | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0009CC | SMEC Non-defaulted Secured | NL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLSMER0001CC | SMER Non-defaulted Secured Construction | NL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0002CC | SMER Non-defaulted Secured Other | NL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0003CC | SMER Non-defaulted Secured | NL | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLSMER0004CC | SMER Defaulted | NL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0005CC | SMER Non-defaulted Unsecured Construction | NL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0006CC | SMER Non-defaulted Unsecured Other | NL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0007CC | SMER Non-defaulted Unsecured | NL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0008CC | SMER Non-Defaulted | NL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0009CC | SMER Non-defaulted Secured | NL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOCORP0001CC | CORP Non-defaulted Secured Construction | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0002CC | CORP Non-defaulted Secured Other | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0003CC | CORP Non-defaulted Secured | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOCORP0004CC | CORP Defaulted | NO | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0005CC | CORP Non-defaulted Unsecured Construction | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0006CC | CORP Non-defaulted Unsecured Other | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0007CC | CORP Non-Defaulted | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0008CC | CORP Non-defaulted Secured | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOCORP0009CC | CORP Non-defaulted Unsecured | NO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable NOMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % NOMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % NOMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % NOMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % NOMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % NOMORT0006CC | Mortgages Non-defaulted ILTV >125 % | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % NOMORT0007CC | Mortgages Non-defaulted funded CRM | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable NOMORT0008CC | Mortgages Non-defaulted Unfunded CRM | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable NOMORT0009CC | Mortgages Defaulted | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NOMORT0010CC | Mortgages Non-defaulted | NO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0001CC | SMEC Non-defaulted Secured Construction | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0002CC | SMEC Non-defaulted Secured Other | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0003CC | SMEC Non-defaulted Secured | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOSMEC0004CC | SMEC Defaulted | NO | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0005CC | SMEC Non-defaulted Unsecured Construction | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0006CC | SMEC Non-defaulted Unsecured Other | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0007CC | SMEC Non-defaulted Unsecured | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0008CC | SMEC Non-Defaulted | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0009CC | SMEC Non-defaulted Secured | NO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOSMER0001CC | SMER Non-defaulted Secured Construction | NO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0002CC | SMER Non-defaulted Secured Other | NO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0003CC | SMER Non-defaulted Secured | NO | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOSMER0004CC | SMER Defaulted | NO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0005CC | SMER Non-defaulted Unsecured Construction | NO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0006CC | SMER Non-defaulted Unsecured Other | NO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0007CC | SMER Non-defaulted Unsecured | NO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0008CC | SMER Non-Defaulted | NO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0009CC | SMER Non-defaulted Secured | NO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLCORP0001CC | CORP Non-defaulted Secured Construction | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0002CC | CORP Non-defaulted Secured Other | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0003CC | CORP Non-defaulted Secured | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLCORP0004CC | CORP Defaulted | PL | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0005CC | CORP Non-defaulted Unsecured Construction | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0006CC | CORP Non-defaulted Unsecured Other | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0007CC | CORP Non-Defaulted | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0008CC | CORP Non-defaulted Secured | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLCORP0009CC | CORP Non-defaulted Unsecured | PL | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % PLMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % PLMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % PLMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % PLMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % PLMORT0006CC | Mortgages Non-defaulted ILTV >125 % | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % PLMORT0007CC | Mortgages Non-defaulted funded CRM | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable PLMORT0008CC | Mortgages Non-defaulted Unfunded CRM | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable PLMORT0009CC | Mortgages Defaulted | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PLMORT0010CC | Mortgages Non-defaulted | PL | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0001CC | SMEC Non-defaulted Secured Construction | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0002CC | SMEC Non-defaulted Secured Other | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0003CC | SMEC Non-defaulted Secured | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLSMEC0004CC | SMEC Defaulted | PL | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0005CC | SMEC Non-defaulted Unsecured Construction | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0006CC | SMEC Non-defaulted Unsecured Other | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0007CC | SMEC Non-defaulted Unsecured | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0008CC | SMEC Non-Defaulted | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0009CC | SMEC Non-defaulted Secured | PL | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLSMER0001CC | SMER Non-defaulted Secured Construction | PL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0002CC | SMER Non-defaulted Secured Other | PL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0003CC | SMER Non-defaulted Secured | PL | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLSMER0004CC | SMER Defaulted | PL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0005CC | SMER Non-defaulted Unsecured Construction | PL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0006CC | SMER Non-defaulted Unsecured Other | PL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0007CC | SMER Non-defaulted Unsecured | PL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0008CC | SMER Non-Defaulted | PL | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0009CC | SMER Non-defaulted Secured | PL | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTCORP0001CC | CORP Non-defaulted Secured Construction | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0002CC | CORP Non-defaulted Secured Other | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0003CC | CORP Non-defaulted Secured | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTCORP0004CC | CORP Defaulted | PT | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0005CC | CORP Non-defaulted Unsecured Construction | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0006CC | CORP Non-defaulted Unsecured Other | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0007CC | CORP Non-Defaulted | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0008CC | CORP Non-defaulted Secured | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTCORP0009CC | CORP Non-defaulted Unsecured | PT | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % PTMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % PTMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % PTMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % PTMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % PTMORT0006CC | Mortgages Non-defaulted ILTV >125 % | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % PTMORT0007CC | Mortgages Non-defaulted funded CRM | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable PTMORT0008CC | Mortgages Non-defaulted Unfunded CRM | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable PTMORT0009CC | Mortgages Defaulted | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PTMORT0010CC | Mortgages Non-defaulted | PT | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0001CC | SMEC Non-defaulted Secured Construction | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0002CC | SMEC Non-defaulted Secured Other | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0003CC | SMEC Non-defaulted Secured | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTSMEC0004CC | SMEC Defaulted | PT | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0005CC | SMEC Non-defaulted Unsecured Construction | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0006CC | SMEC Non-defaulted Unsecured Other | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0007CC | SMEC Non-defaulted Unsecured | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0008CC | SMEC Non-Defaulted | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0009CC | SMEC Non-defaulted Secured | PT | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTSMER0001CC | SMER Non-defaulted Secured Construction | PT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0002CC | SMER Non-defaulted Secured Other | PT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0003CC | SMER Non-defaulted Secured | PT | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTSMER0004CC | SMER Defaulted | PT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0005CC | SMER Non-defaulted Unsecured Construction | PT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0006CC | SMER Non-defaulted Unsecured Other | PT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0007CC | SMER Non-defaulted Unsecured | PT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0008CC | SMER Non-Defaulted | PT | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0009CC | SMER Non-defaulted Secured | PT | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROCORP0001CC | CORP Non-defaulted Secured Construction | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0002CC | CORP Non-defaulted Secured Other | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0003CC | CORP Non-defaulted Secured | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROCORP0004CC | CORP Defaulted | RO | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0005CC | CORP Non-defaulted Unsecured Construction | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0006CC | CORP Non-defaulted Unsecured Other | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0007CC | CORP Non-Defaulted | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0008CC | CORP Non-defaulted Secured | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROCORP0009CC | CORP Non-defaulted Unsecured | RO | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ROMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ROMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ROMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ROMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ROMORT0006CC | Mortgages Non-defaulted ILTV >125 % | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ROMORT0007CC | Mortgages Non-defaulted funded CRM | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ROMORT0008CC | Mortgages Non-defaulted Unfunded CRM | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ROMORT0009CC | Mortgages Defaulted | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ROMORT0010CC | Mortgages Non-defaulted | RO | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0001CC | SMEC Non-defaulted Secured Construction | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0002CC | SMEC Non-defaulted Secured Other | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0003CC | SMEC Non-defaulted Secured | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROSMEC0004CC | SMEC Defaulted | RO | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0005CC | SMEC Non-defaulted Unsecured Construction | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0006CC | SMEC Non-defaulted Unsecured Other | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0007CC | SMEC Non-defaulted Unsecured | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0008CC | SMEC Non-Defaulted | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0009CC | SMEC Non-defaulted Secured | RO | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROSMER0001CC | SMER Non-defaulted Secured Construction | RO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0002CC | SMER Non-defaulted Secured Other | RO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0003CC | SMER Non-defaulted Secured | RO | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROSMER0004CC | SMER Defaulted | RO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0005CC | SMER Non-defaulted Unsecured Construction | RO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0006CC | SMER Non-defaulted Unsecured Other | RO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0007CC | SMER Non-defaulted Unsecured | RO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0008CC | SMER Non-Defaulted | RO | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0009CC | SMER Non-defaulted Secured | RO | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SECORP0001CC | CORP Non-defaulted Secured Construction | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0002CC | CORP Non-defaulted Secured Other | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0003CC | CORP Non-defaulted Secured | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SECORP0004CC | CORP Defaulted | SE | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0005CC | CORP Non-defaulted Unsecured Construction | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0006CC | CORP Non-defaulted Unsecured Other | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0007CC | CORP Non-Defaulted | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0008CC | CORP Non-defaulted Secured | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SECORP0009CC | CORP Non-defaulted Unsecured | SE | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable SEMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SEMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SEMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SEMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SEMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SEMORT0006CC | Mortgages Non-defaulted ILTV >125 % | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SEMORT0007CC | Mortgages Non-defaulted funded CRM | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SEMORT0008CC | Mortgages Non-defaulted Unfunded CRM | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SEMORT0009CC | Mortgages Defaulted | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SEMORT0010CC | Mortgages Non-defaulted | SE | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0001CC | SMEC Non-defaulted Secured Construction | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0002CC | SMEC Non-defaulted Secured Other | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0003CC | SMEC Non-defaulted Secured | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SESMEC0004CC | SMEC Defaulted | SE | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0005CC | SMEC Non-defaulted Unsecured Construction | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0006CC | SMEC Non-defaulted Unsecured Other | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0007CC | SMEC Non-defaulted Unsecured | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0008CC | SMEC Non-Defaulted | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0009CC | SMEC Non-defaulted Secured | SE | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SESMER0001CC | SMER Non-defaulted Secured Construction | SE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0002CC | SMER Non-defaulted Secured Other | SE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0003CC | SMER Non-defaulted Secured | SE | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SESMER0004CC | SMER Defaulted | SE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0005CC | SMER Non-defaulted Unsecured Construction | SE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0006CC | SMER Non-defaulted Unsecured Other | SE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0007CC | SMER Non-defaulted Unsecured | SE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0008CC | SMER Non-Defaulted | SE | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0009CC | SMER Non-defaulted Secured | SE | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SICORP0001CC | CORP Non-defaulted Secured Construction | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0002CC | CORP Non-defaulted Secured Other | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0003CC | CORP Non-defaulted Secured | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SICORP0004CC | CORP Defaulted | SI | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0005CC | CORP Non-defaulted Unsecured Construction | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0006CC | CORP Non-defaulted Unsecured Other | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0007CC | CORP Non-Defaulted | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0008CC | CORP Non-defaulted Secured | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SICORP0009CC | CORP Non-defaulted Unsecured | SI | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SIMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SIMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SIMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SIMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SIMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SIMORT0006CC | Mortgages Non-defaulted ILTV >125 % | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SIMORT0007CC | Mortgages Non-defaulted funded CRM | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SIMORT0008CC | Mortgages Non-defaulted Unfunded CRM | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SIMORT0009CC | Mortgages Defaulted | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SIMORT0010CC | Mortgages Non-defaulted | SI | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0001CC | SMEC Non-defaulted Secured Construction | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0002CC | SMEC Non-defaulted Secured Other | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0003CC | SMEC Non-defaulted Secured | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SISMEC0004CC | SMEC Defaulted | SI | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0005CC | SMEC Non-defaulted Unsecured Construction | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0006CC | SMEC Non-defaulted Unsecured Other | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0007CC | SMEC Non-defaulted Unsecured | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0008CC | SMEC Non-Defaulted | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0009CC | SMEC Non-defaulted Secured | SI | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SISMER0001CC | SMER Non-defaulted Secured Construction | SI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0002CC | SMER Non-defaulted Secured Other | SI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0003CC | SMER Non-defaulted Secured | SI | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SISMER0004CC | SMER Defaulted | SI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0005CC | SMER Non-defaulted Unsecured Construction | SI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0006CC | SMER Non-defaulted Unsecured Other | SI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0007CC | SMER Non-defaulted Unsecured | SI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0008CC | SMER Non-Defaulted | SI | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0009CC | SMER Non-defaulted Secured | SI | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKCORP0001CC | CORP Non-defaulted Secured Construction | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0002CC | CORP Non-defaulted Secured Other | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0003CC | CORP Non-defaulted Secured | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKCORP0004CC | CORP Defaulted | SK | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0005CC | CORP Non-defaulted Unsecured Construction | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0006CC | CORP Non-defaulted Unsecured Other | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0007CC | CORP Non-Defaulted | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0008CC | CORP Non-defaulted Secured | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKCORP0009CC | CORP Non-defaulted Unsecured | SK | Corporates — Other | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKMORT0001CC | Mortgages Non-defaulted ILTV <=25 % | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SKMORT0002CC | Mortgages Non-defaulted ILTV >25 %,<=50 % | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SKMORT0003CC | Mortgages Non-defaulted ILTV >50 %,<=75 % | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SKMORT0004CC | Mortgages Non-defaulted ILTV >75 %,<=100 % | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SKMORT0005CC | Mortgages Non-defaulted ILTV >100 %,<=125 % | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SKMORT0006CC | Mortgages Non-defaulted ILTV >125 % | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SKMORT0007CC | Mortgages Non-defaulted funded CRM | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SKMORT0008CC | Mortgages Non-defaulted Unfunded CRM | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SKMORT0009CC | Mortgages Defaulted | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SKMORT0010CC | Mortgages Non-defaulted | SK | Retail — Secured by real estate non-SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0001CC | SMEC Non-defaulted Secured Construction | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0002CC | SMEC Non-defaulted Secured Other | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0003CC | SMEC Non-defaulted Secured | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKSMEC0004CC | SMEC Defaulted | SK | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0005CC | SMEC Non-defaulted Unsecured Construction | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0006CC | SMEC Non-defaulted Unsecured Other | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0007CC | SMEC Non-defaulted Unsecured | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0008CC | SMEC Non-Defaulted | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0009CC | SMEC Non-defaulted Secured | SK | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKSMER0001CC | SMER Non-defaulted Secured Construction | SK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0002CC | SMER Non-defaulted Secured Other | SK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0003CC | SMER Non-defaulted Secured | SK | Retail — Secured by real estate SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKSMER0004CC | SMER Defaulted | SK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0005CC | SMER Non-defaulted Unsecured Construction | SK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0006CC | SMER Non-defaulted Unsecured Other | SK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0007CC | SMER Non-defaulted Unsecured | SK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0008CC | SMER Non-Defaulted | SK | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0009CC | SMER Non-defaulted Secured | SK | Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SMEC0008CC | SMEC Non-Defaulted | Not applicable | Corporates — SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SMER0008CC | SMER Non-Defaulted | Not applicable | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CORP0004CC | CORP Defaulted | Not applicable | Corporates — Other | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MORT0009CC | Mortgages Defaulted | Not applicable | Retail — Secured by real estate non-SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SMEC0004CC | SMEC Defaulted | Not applicable | Corporates — SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SMER0004CC | SMER Defaulted | Not applicable | Retail — Secured by real estate SME; Retail — Other SME | Counterparty credit risk | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0001CR | CORP Non-defaulted Secured Construction | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0002CR | CORP Non-defaulted Secured Other | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0003CR | CORP Non-defaulted Secured | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ATCORP0004CR | CORP Defaulted | AT | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0005CR | CORP Non-defaulted Unsecured Construction | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0006CR | CORP Non-defaulted Unsecured Other | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0007CR | CORP Non-Defaulted | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATCORP0008CR | CORP Non-defaulted Secured | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATCORP0009CR | CORP Non-defaulted Unsecured | AT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ATMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ATMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ATMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ATMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ATMORT0006CR | Mortgages Non-defaulted ILTV >125 % | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ATMORT0007CR | Mortgages Non-defaulted funded CRM | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ATMORT0008CR | Mortgages Non-defaulted Unfunded CRM | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ATMORT0009CR | Mortgages Defaulted | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ATMORT0010CR | Mortgages Non-defaulted | AT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0001CR | SMEC Non-defaulted Secured Construction | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0002CR | SMEC Non-defaulted Secured Other | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0003CR | SMEC Non-defaulted Secured | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATSMEC0004CR | SMEC Defaulted | AT | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0005CR | SMEC Non-defaulted Unsecured Construction | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0006CR | SMEC Non-defaulted Unsecured Other | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0007CR | SMEC Non-defaulted Unsecured | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0008CR | SMEC Non-Defaulted | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMEC0009CR | SMEC Non-defaulted Secured | AT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ATSMER0001CR | SMER Non-defaulted Secured Construction | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0002CR | SMER Non-defaulted Secured Other | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0003CR | SMER Non-defaulted Secured | AT | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ATSMER0004CR | SMER Defaulted | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0005CR | SMER Non-defaulted Unsecured Construction | AT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0006CR | SMER Non-defaulted Unsecured Other | AT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0007CR | SMER Non-defaulted Unsecured | AT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0008CR | SMER Non-Defaulted | AT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ATSMER0009CR | SMER Non-defaulted Secured | AT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BECORP0001CR | CORP Non-defaulted Secured Construction | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0002CR | CORP Non-defaulted Secured Other | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0003CR | CORP Non-defaulted Secured | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BECORP0004CR | CORP Defaulted | BE | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0005CR | CORP Non-defaulted Unsecured Construction | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable BECORP0006CR | CORP Non-defaulted Unsecured Other | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0007CR | CORP Non-Defaulted | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BECORP0008CR | CORP Non-defaulted Secured | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BECORP0009CR | CORP Non-defaulted Unsecured | BE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BEMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % BEMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % BEMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % BEMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % BEMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % BEMORT0006CR | Mortgages Non-defaulted ILTV >125 % | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % BEMORT0007CR | Mortgages Non-defaulted funded CRM | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable BEMORT0008CR | Mortgages Non-defaulted Unfunded CRM | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable BEMORT0009CR | Mortgages Defaulted | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BEMORT0010CR | Mortgages Non-defaulted | BE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0001CR | SMEC Non-defaulted Secured Construction | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0002CR | SMEC Non-defaulted Secured Other | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0003CR | SMEC Non-defaulted Secured | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BESMEC0004CR | SMEC Defaulted | BE | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0005CR | SMEC Non-defaulted Unsecured Construction | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0006CR | SMEC Non-defaulted Unsecured Other | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0007CR | SMEC Non-defaulted Unsecured | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0008CR | SMEC Non-Defaulted | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMEC0009CR | SMEC Non-defaulted Secured | BE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BESMER0001CR | SMER Non-defaulted Secured Construction | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0002CR | SMER Non-defaulted Secured Other | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0003CR | SMER Non-defaulted Secured | BE | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BESMER0004CR | SMER Defaulted | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0005CR | SMER Non-defaulted Unsecured Construction | BE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0006CR | SMER Non-defaulted Unsecured Other | BE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0007CR | SMER Non-defaulted Unsecured | BE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0008CR | SMER Non-Defaulted | BE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BESMER0009CR | SMER Non-defaulted Secured | BE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGCORP0001CR | CORP Non-defaulted Secured Construction | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0002CR | CORP Non-defaulted Secured Other | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0003CR | CORP Non-defaulted Secured | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGCORP0004CR | CORP Defaulted | BG | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0005CR | CORP Non-defaulted Unsecured Construction | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0006CR | CORP Non-defaulted Unsecured Other | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0007CR | CORP Non-Defaulted | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGCORP0008CR | CORP Non-defaulted Secured | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGCORP0009CR | CORP Non-defaulted Unsecured | BG | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % BGMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % BGMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % BGMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % BGMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % BGMORT0006CR | Mortgages Non-defaulted ILTV >125 % | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % BGMORT0007CR | Mortgages Non-defaulted funded CRM | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable BGMORT0008CR | Mortgages Non-defaulted Unfunded CRM | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable BGMORT0009CR | Mortgages Defaulted | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BGMORT0010CR | Mortgages Non-defaulted | BG | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0001CR | SMEC Non-defaulted Secured Construction | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0002CR | SMEC Non-defaulted Secured Other | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0003CR | SMEC Non-defaulted Secured | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGSMEC0004CR | SMEC Defaulted | BG | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0005CR | SMEC Non-defaulted Unsecured Construction | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0006CR | SMEC Non-defaulted Unsecured Other | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0007CR | SMEC Non-defaulted Unsecured | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0008CR | SMEC Non-Defaulted | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMEC0009CR | SMEC Non-defaulted Secured | BG | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable BGSMER0001CR | SMER Non-defaulted Secured Construction | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0002CR | SMER Non-defaulted Secured Other | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0003CR | SMER Non-defaulted Secured | BG | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable BGSMER0004CR | SMER Defaulted | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0005CR | SMER Non-defaulted Unsecured Construction | BG | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0006CR | SMER Non-defaulted Unsecured Other | BG | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0007CR | SMER Non-defaulted Unsecured | BG | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0008CR | SMER Non-Defaulted | BG | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable BGSMER0009CR | SMER Non-defaulted Secured | BG | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CORP0007CR | CORP Non-Defaulted | Not applicable | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0001CR | CORP Non-defaulted Secured Construction | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0002CR | CORP Non-defaulted Secured Other | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0003CR | CORP Non-defaulted Secured | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CYCORP0004CR | CORP Defaulted | CY | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0005CR | CORP Non-defaulted Unsecured Construction | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0006CR | CORP Non-defaulted Unsecured Other | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0007CR | CORP Non-Defaulted | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYCORP0008CR | CORP Non-defaulted Secured | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYCORP0009CR | CORP Non-defaulted Unsecured | CY | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % CYMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % CYMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % CYMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % CYMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % CYMORT0006CR | Mortgages Non-defaulted ILTV >125 % | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % CYMORT0007CR | Mortgages Non-defaulted funded CRM | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable CYMORT0008CR | Mortgages Non-defaulted Unfunded CRM | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable CYMORT0009CR | Mortgages Defaulted | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CYMORT0010CR | Mortgages Non-defaulted | CY | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0001CR | SMEC Non-defaulted Secured Construction | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0002CR | SMEC Non-defaulted Secured Other | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0003CR | SMEC Non-defaulted Secured | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYSMEC0004CR | SMEC Defaulted | CY | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0005CR | SMEC Non-defaulted Unsecured Construction | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0006CR | SMEC Non-defaulted Unsecured Other | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0007CR | SMEC Non-defaulted Unsecured | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0008CR | SMEC Non-Defaulted | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMEC0009CR | SMEC Non-defaulted Secured | CY | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CYSMER0001CR | SMER Non-defaulted Secured Construction | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0002CR | SMER Non-defaulted Secured Other | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0003CR | SMER Non-defaulted Secured | CY | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CYSMER0004CR | SMER Defaulted | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0005CR | SMER Non-defaulted Unsecured Construction | CY | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0006CR | SMER Non-defaulted Unsecured Other | CY | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0007CR | SMER Non-defaulted Unsecured | CY | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0008CR | SMER Non-Defaulted | CY | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CYSMER0009CR | SMER Non-defaulted Secured | CY | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZCORP0001CR | CORP Non-defaulted Secured Construction | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0002CR | CORP Non-defaulted Secured Other | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0003CR | CORP Non-defaulted Secured | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZCORP0004CR | CORP Defaulted | CZ | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0005CR | CORP Non-defaulted Unsecured Construction | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0006CR | CORP Non-defaulted Unsecured Other | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0007CR | CORP Non-Defaulted | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZCORP0008CR | CORP Non-defaulted Secured | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZCORP0009CR | CORP Non-defaulted Unsecured | CZ | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % CZMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % CZMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % CZMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % CZMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % CZMORT0006CR | Mortgages Non-defaulted ILTV >125 % | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % CZMORT0007CR | Mortgages Non-defaulted funded CRM | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable CZMORT0008CR | Mortgages Non-defaulted Unfunded CRM | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable CZMORT0009CR | Mortgages Defaulted | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CZMORT0010CR | Mortgages Non-defaulted | CZ | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0001CR | SMEC Non-defaulted Secured Construction | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0002CR | SMEC Non-defaulted Secured Other | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0003CR | SMEC Non-defaulted Secured | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZSMEC0004CR | SMEC Defaulted | CZ | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0005CR | SMEC Non-defaulted Unsecured Construction | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0006CR | SMEC Non-defaulted Unsecured Other | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0007CR | SMEC Non-defaulted Unsecured | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0008CR | SMEC Non-Defaulted | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMEC0009CR | SMEC Non-defaulted Secured | CZ | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable CZSMER0001CR | SMER Non-defaulted Secured Construction | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0002CR | SMER Non-defaulted Secured Other | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0003CR | SMER Non-defaulted Secured | CZ | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable CZSMER0004CR | SMER Defaulted | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0005CR | SMER Non-defaulted Unsecured Construction | CZ | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0006CR | SMER Non-defaulted Unsecured Other | CZ | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0007CR | SMER Non-defaulted Unsecured | CZ | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0008CR | SMER Non-Defaulted | CZ | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CZSMER0009CR | SMER Non-defaulted Secured | CZ | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DECORP0001CR | CORP Non-defaulted Secured Construction | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0002CR | CORP Non-defaulted Secured Other | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0003CR | CORP Non-defaulted Secured | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DECORP0004CR | CORP Defaulted | DE | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable DECORP0005CR | CORP Non-defaulted Unsecured Construction | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0006CR | CORP Non-defaulted Unsecured Other | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0007CR | CORP Non-Defaulted | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DECORP0008CR | CORP Non-defaulted Secured | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DECORP0009CR | CORP Non-defaulted Unsecured | DE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DEMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % DEMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % DEMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % DEMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % DEMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % DEMORT0006CR | Mortgages Non-defaulted ILTV >125 % | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % DEMORT0007CR | Mortgages Non-defaulted funded CRM | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable DEMORT0008CR | Mortgages Non-defaulted Unfunded CRM | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable DEMORT0009CR | Mortgages Defaulted | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DEMORT0010CR | Mortgages Non-defaulted | DE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0001CR | SMEC Non-defaulted Secured Construction | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0002CR | SMEC Non-defaulted Secured Other | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0003CR | SMEC Non-defaulted Secured | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DESMEC0004CR | SMEC Defaulted | DE | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0005CR | SMEC Non-defaulted Unsecured Construction | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0006CR | SMEC Non-defaulted Unsecured Other | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0007CR | SMEC Non-defaulted Unsecured | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0008CR | SMEC Non-Defaulted | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMEC0009CR | SMEC Non-defaulted Secured | DE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DESMER0001CR | SMER Non-defaulted Secured Construction | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0002CR | SMER Non-defaulted Secured Other | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0003CR | SMER Non-defaulted Secured | DE | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DESMER0004CR | SMER Defaulted | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0005CR | SMER Non-defaulted Unsecured Construction | DE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0006CR | SMER Non-defaulted Unsecured Other | DE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0007CR | SMER Non-defaulted Unsecured | DE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0008CR | SMER Non-Defaulted | DE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DESMER0009CR | SMER Non-defaulted Secured | DE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKCORP0001CR | CORP Non-defaulted Secured Construction | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0002CR | CORP Non-defaulted Secured Other | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0003CR | CORP Non-defaulted Secured | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKCORP0004CR | CORP Defaulted | DK | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0005CR | CORP Non-defaulted Unsecured Construction | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0006CR | CORP Non-defaulted Unsecured Other | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0007CR | CORP Non-Defaulted | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKCORP0008CR | CORP Non-defaulted Secured | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKCORP0009CR | CORP Non-defaulted Unsecured | DK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % DKMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % DKMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % DKMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % DKMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % DKMORT0006CR | Mortgages Non-defaulted ILTV >125 % | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % DKMORT0007CR | Mortgages Non-defaulted funded CRM | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable DKMORT0008CR | Mortgages Non-defaulted Unfunded CRM | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable DKMORT0009CR | Mortgages Defaulted | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DKMORT0010CR | Mortgages Non-defaulted | DK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0001CR | SMEC Non-defaulted Secured Construction | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0002CR | SMEC Non-defaulted Secured Other | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0003CR | SMEC Non-defaulted Secured | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKSMEC0004CR | SMEC Defaulted | DK | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0005CR | SMEC Non-defaulted Unsecured Construction | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0006CR | SMEC Non-defaulted Unsecured Other | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0007CR | SMEC Non-defaulted Unsecured | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0008CR | SMEC Non-Defaulted | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMEC0009CR | SMEC Non-defaulted Secured | DK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable DKSMER0001CR | SMER Non-defaulted Secured Construction | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0002CR | SMER Non-defaulted Secured Other | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0003CR | SMER Non-defaulted Secured | DK | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable DKSMER0004CR | SMER Defaulted | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0005CR | SMER Non-defaulted Unsecured Construction | DK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0006CR | SMER Non-defaulted Unsecured Other | DK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0007CR | SMER Non-defaulted Unsecured | DK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0008CR | SMER Non-Defaulted | DK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable DKSMER0009CR | SMER Non-defaulted Secured | DK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EECORP0001CR | CORP Non-defaulted Secured Construction | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0002CR | CORP Non-defaulted Secured Other | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0003CR | CORP Non-defaulted Secured | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EECORP0004CR | CORP Defaulted | EE | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0005CR | CORP Non-defaulted Unsecured Construction | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0006CR | CORP Non-defaulted Unsecured Other | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0007CR | CORP Non-Defaulted | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EECORP0008CR | CORP Non-defaulted Secured | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EECORP0009CR | CORP Non-defaulted Unsecured | EE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable EEMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % EEMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % EEMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % EEMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % EEMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % EEMORT0006CR | Mortgages Non-defaulted ILTV >125 % | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % EEMORT0007CR | Mortgages Non-defaulted funded CRM | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable EEMORT0008CR | Mortgages Non-defaulted Unfunded CRM | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable EEMORT0009CR | Mortgages Defaulted | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable EEMORT0010CR | Mortgages Non-defaulted | EE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0001CR | SMEC Non-defaulted Secured Construction | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0002CR | SMEC Non-defaulted Secured Other | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0003CR | SMEC Non-defaulted Secured | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EESMEC0004CR | SMEC Defaulted | EE | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0005CR | SMEC Non-defaulted Unsecured Construction | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0006CR | SMEC Non-defaulted Unsecured Other | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0007CR | SMEC Non-defaulted Unsecured | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0008CR | SMEC Non-Defaulted | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMEC0009CR | SMEC Non-defaulted Secured | EE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable EESMER0001CR | SMER Non-defaulted Secured Construction | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0002CR | SMER Non-defaulted Secured Other | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0003CR | SMER Non-defaulted Secured | EE | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable EESMER0004CR | SMER Defaulted | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0005CR | SMER Non-defaulted Unsecured Construction | EE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0006CR | SMER Non-defaulted Unsecured Other | EE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0007CR | SMER Non-defaulted Unsecured | EE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0008CR | SMER Non-Defaulted | EE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable EESMER0009CR | SMER Non-defaulted Secured | EE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESCORP0001CR | CORP Non-defaulted Secured Construction | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0002CR | CORP Non-defaulted Secured Other | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0003CR | CORP Non-defaulted Secured | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESCORP0004CR | CORP Defaulted | ES | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0005CR | CORP Non-defaulted Unsecured Construction | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0006CR | CORP Non-defaulted Unsecured Other | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0007CR | CORP Non-Defaulted | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESCORP0008CR | CORP Non-defaulted Secured | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESCORP0009CR | CORP Non-defaulted Unsecured | ES | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ESMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ESMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ESMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ESMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ESMORT0006CR | Mortgages Non-defaulted ILTV >125 % | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ESMORT0007CR | Mortgages Non-defaulted funded CRM | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ESMORT0008CR | Mortgages Non-defaulted Unfunded CRM | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ESMORT0009CR | Mortgages Defaulted | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ESMORT0010CR | Mortgages Non-defaulted | ES | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0001CR | SMEC Non-defaulted Secured Construction | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0002CR | SMEC Non-defaulted Secured Other | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0003CR | SMEC Non-defaulted Secured | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESSMEC0004CR | SMEC Defaulted | ES | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0005CR | SMEC Non-defaulted Unsecured Construction | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0006CR | SMEC Non-defaulted Unsecured Other | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0007CR | SMEC Non-defaulted Unsecured | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0008CR | SMEC Non-Defaulted | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMEC0009CR | SMEC Non-defaulted Secured | ES | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ESSMER0001CR | SMER Non-defaulted Secured Construction | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0002CR | SMER Non-defaulted Secured Other | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0003CR | SMER Non-defaulted Secured | ES | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ESSMER0004CR | SMER Defaulted | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0005CR | SMER Non-defaulted Unsecured Construction | ES | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0006CR | SMER Non-defaulted Unsecured Other | ES | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0007CR | SMER Non-defaulted Unsecured | ES | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0008CR | SMER Non-Defaulted | ES | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ESSMER0009CR | SMER Non-defaulted Secured | ES | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FICORP0001CR | CORP Non-defaulted Secured Construction | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0002CR | CORP Non-defaulted Secured Other | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0003CR | CORP Non-defaulted Secured | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FICORP0004CR | CORP Defaulted | FI | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0005CR | CORP Non-defaulted Unsecured Construction | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0006CR | CORP Non-defaulted Unsecured Other | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0007CR | CORP Non-Defaulted | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FICORP0008CR | CORP Non-defaulted Secured | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FICORP0009CR | CORP Non-defaulted Unsecured | FI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FIMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % FIMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % FIMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % FIMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % FIMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % FIMORT0006CR | Mortgages Non-defaulted ILTV >125 % | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % FIMORT0007CR | Mortgages Non-defaulted funded CRM | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable FIMORT0008CR | Mortgages Non-defaulted Unfunded CRM | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable FIMORT0009CR | Mortgages Defaulted | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FIMORT0010CR | Mortgages Non-defaulted | FI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0001CR | SMEC Non-defaulted Secured Construction | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0002CR | SMEC Non-defaulted Secured Other | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0003CR | SMEC Non-defaulted Secured | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FISMEC0004CR | SMEC Defaulted | FI | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0005CR | SMEC Non-defaulted Unsecured Construction | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0006CR | SMEC Non-defaulted Unsecured Other | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0007CR | SMEC Non-defaulted Unsecured | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0008CR | SMEC Non-Defaulted | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMEC0009CR | SMEC Non-defaulted Secured | FI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FISMER0001CR | SMER Non-defaulted Secured Construction | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0002CR | SMER Non-defaulted Secured Other | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0003CR | SMER Non-defaulted Secured | FI | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FISMER0004CR | SMER Defaulted | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0005CR | SMER Non-defaulted Unsecured Construction | FI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0006CR | SMER Non-defaulted Unsecured Other | FI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0007CR | SMER Non-defaulted Unsecured | FI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0008CR | SMER Non-Defaulted | FI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FISMER0009CR | SMER Non-defaulted Secured | FI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRCORP0001CR | CORP Non-defaulted Secured Construction | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0002CR | CORP Non-defaulted Secured Other | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0003CR | CORP Non-defaulted Secured | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRCORP0004CR | CORP Defaulted | FR | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0005CR | CORP Non-defaulted Unsecured Construction | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0006CR | CORP Non-defaulted Unsecured Other | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0007CR | CORP Non-Defaulted | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRCORP0008CR | CORP Non-defaulted Secured | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRCORP0009CR | CORP Non-defaulted Unsecured | FR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % FRMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % FRMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % FRMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % FRMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % FRMORT0006CR | Mortgages Non-defaulted ILTV >125 % | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % FRMORT0007CR | Mortgages Non-defaulted funded CRM | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable FRMORT0008CR | Mortgages Non-defaulted Unfunded CRM | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable FRMORT0009CR | Mortgages Defaulted | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FRMORT0010CR | Mortgages Non-defaulted | FR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0001CR | SMEC Non-defaulted Secured Construction | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0002CR | SMEC Non-defaulted Secured Other | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0003CR | SMEC Non-defaulted Secured | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRSMEC0004CR | SMEC Defaulted | FR | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0005CR | SMEC Non-defaulted Unsecured Construction | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0006CR | SMEC Non-defaulted Unsecured Other | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0007CR | SMEC Non-defaulted Unsecured | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0008CR | SMEC Non-Defaulted | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMEC0009CR | SMEC Non-defaulted Secured | FR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable FRSMER0001CR | SMER Non-defaulted Secured Construction | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0002CR | SMER Non-defaulted Secured Other | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0003CR | SMER Non-defaulted Secured | FR | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable FRSMER0004CR | SMER Defaulted | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0005CR | SMER Non-defaulted Unsecured Construction | FR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0006CR | SMER Non-defaulted Unsecured Other | FR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0007CR | SMER Non-defaulted Unsecured | FR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0008CR | SMER Non-Defaulted | FR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable FRSMER0009CR | SMER Non-defaulted Secured | FR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBCORP0001CR | CORP Non-defaulted Secured Construction | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0002CR | CORP Non-defaulted Secured Other | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0003CR | CORP Non-defaulted Secured | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBCORP0004CR | CORP Defaulted | GB | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0005CR | CORP Non-defaulted Unsecured Construction | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0006CR | CORP Non-defaulted Unsecured Other | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0007CR | CORP Non-Defaulted | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBCORP0008CR | CORP Non-defaulted Secured | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBCORP0009CR | CORP Non-defaulted Unsecured | GB | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % GBMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % GBMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % GBMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % GBMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % GBMORT0006CR | Mortgages Non-defaulted ILTV >125 % | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % GBMORT0007CR | Mortgages Non-defaulted funded CRM | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable GBMORT0008CR | Mortgages Non-defaulted Unfunded CRM | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable GBMORT0009CR | Mortgages Defaulted | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GBMORT0010CR | Mortgages Non-defaulted | GB | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0001CR | SMEC Non-defaulted Secured Construction | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0002CR | SMEC Non-defaulted Secured Other | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0003CR | SMEC Non-defaulted Secured | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBSMEC0004CR | SMEC Defaulted | GB | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0005CR | SMEC Non-defaulted Unsecured Construction | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0006CR | SMEC Non-defaulted Unsecured Other | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0007CR | SMEC Non-defaulted Unsecured | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0008CR | SMEC Non-Defaulted | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMEC0009CR | SMEC Non-defaulted Secured | GB | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GBSMER0001CR | SMER Non-defaulted Secured Construction | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0002CR | SMER Non-defaulted Secured Other | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0003CR | SMER Non-defaulted Secured | GB | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GBSMER0004CR | SMER Defaulted | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0005CR | SMER Non-defaulted Unsecured Construction | GB | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0006CR | SMER Non-defaulted Unsecured Other | GB | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0007CR | SMER Non-defaulted Unsecured | GB | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0008CR | SMER Non-Defaulted | GB | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GBSMER0009CR | SMER Non-defaulted Secured | GB | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRCORP0001CR | CORP Non-defaulted Secured Construction | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0002CR | CORP Non-defaulted Secured Other | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0003CR | CORP Non-defaulted Secured | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRCORP0004CR | CORP Defaulted | GR | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0005CR | CORP Non-defaulted Unsecured Construction | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0006CR | CORP Non-defaulted Unsecured Other | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0007CR | CORP Non-Defaulted | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRCORP0008CR | CORP Non-defaulted Secured | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRCORP0009CR | CORP Non-defaulted Unsecured | GR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % GRMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % GRMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % GRMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % GRMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % GRMORT0006CR | Mortgages Non-defaulted ILTV >125 % | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % GRMORT0007CR | Mortgages Non-defaulted funded CRM | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable GRMORT0008CR | Mortgages Non-defaulted Unfunded CRM | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable GRMORT0009CR | Mortgages Defaulted | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GRMORT0010CR | Mortgages Non-defaulted | GR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0001CR | SMEC Non-defaulted Secured Construction | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0002CR | SMEC Non-defaulted Secured Other | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0003CR | SMEC Non-defaulted Secured | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRSMEC0004CR | SMEC Defaulted | GR | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0005CR | SMEC Non-defaulted Unsecured Construction | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0006CR | SMEC Non-defaulted Unsecured Other | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0007CR | SMEC Non-defaulted Unsecured | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0008CR | SMEC Non-Defaulted | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMEC0009CR | SMEC Non-defaulted Secured | GR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable GRSMER0001CR | SMER Non-defaulted Secured Construction | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0002CR | SMER Non-defaulted Secured Other | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0003CR | SMER Non-defaulted Secured | GR | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable GRSMER0004CR | SMER Defaulted | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0005CR | SMER Non-defaulted Unsecured Construction | GR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0006CR | SMER Non-defaulted Unsecured Other | GR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0007CR | SMER Non-defaulted Unsecured | GR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0008CR | SMER Non-Defaulted | GR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable GRSMER0009CR | SMER Non-defaulted Secured | GR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRCORP0001CR | CORP Non-defaulted Secured Construction | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0002CR | CORP Non-defaulted Secured Other | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable HRCORP0003CR | CORP Non-defaulted Secured | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRCORP0004CR | CORP Defaulted | HR | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0005CR | CORP Non-defaulted Unsecured Construction | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0006CR | CORP Non-defaulted Unsecured Other | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0007CR | CORP Non-Defaulted | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRCORP0008CR | CORP Non-defaulted Secured | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRCORP0009CR | CORP Non-defaulted Unsecured | HR | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % HRMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % HRMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % HRMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % HRMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % HRMORT0006CR | Mortgages Non-defaulted ILTV >125 % | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % HRMORT0007CR | Mortgages Non-defaulted funded CRM | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable HRMORT0008CR | Mortgages Non-defaulted Unfunded CRM | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable HRMORT0009CR | Mortgages Defaulted | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HRMORT0010CR | Mortgages Non-defaulted | HR | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0001CR | SMEC Non-defaulted Secured Construction | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0002CR | SMEC Non-defaulted Secured Other | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0003CR | SMEC Non-defaulted Secured | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRSMEC0004CR | SMEC Defaulted | HR | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0005CR | SMEC Non-defaulted Unsecured Construction | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0006CR | SMEC Non-defaulted Unsecured Other | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0007CR | SMEC Non-defaulted Unsecured | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0008CR | SMEC Non-Defaulted | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMEC0009CR | SMEC Non-defaulted Secured | HR | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HRSMER0001CR | SMER Non-defaulted Secured Construction | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0002CR | SMER Non-defaulted Secured Other | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0003CR | SMER Non-defaulted Secured | HR | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HRSMER0004CR | SMER Defaulted | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0005CR | SMER Non-defaulted Unsecured Construction | HR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0006CR | SMER Non-defaulted Unsecured Other | HR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0007CR | SMER Non-defaulted Unsecured | HR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0008CR | SMER Non-Defaulted | HR | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HRSMER0009CR | SMER Non-defaulted Secured | HR | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUCORP0001CR | CORP Non-defaulted Secured Construction | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0002CR | CORP Non-defaulted Secured Other | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0003CR | CORP Non-defaulted Secured | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUCORP0004CR | CORP Defaulted | HU | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0005CR | CORP Non-defaulted Unsecured Construction | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0006CR | CORP Non-defaulted Unsecured Other | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0007CR | CORP Non-Defaulted | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUCORP0008CR | CORP Non-defaulted Secured | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUCORP0009CR | CORP Non-defaulted Unsecured | HU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % HUMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % HUMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % HUMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % HUMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % HUMORT0006CR | Mortgages Non-defaulted ILTV >125 % | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % HUMORT0007CR | Mortgages Non-defaulted funded CRM | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable HUMORT0008CR | Mortgages Non-defaulted Unfunded CRM | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable HUMORT0009CR | Mortgages Defaulted | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HUMORT0010CR | Mortgages Non-defaulted | HU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0001CR | SMEC Non-defaulted Secured Construction | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0002CR | SMEC Non-defaulted Secured Other | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0003CR | SMEC Non-defaulted Secured | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUSMEC0004CR | SMEC Defaulted | HU | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0005CR | SMEC Non-defaulted Unsecured Construction | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0006CR | SMEC Non-defaulted Unsecured Other | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0007CR | SMEC Non-defaulted Unsecured | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0008CR | SMEC Non-Defaulted | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMEC0009CR | SMEC Non-defaulted Secured | HU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable HUSMER0001CR | SMER Non-defaulted Secured Construction | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0002CR | SMER Non-defaulted Secured Other | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0003CR | SMER Non-defaulted Secured | HU | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable HUSMER0004CR | SMER Defaulted | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0005CR | SMER Non-defaulted Unsecured Construction | HU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0006CR | SMER Non-defaulted Unsecured Other | HU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0007CR | SMER Non-defaulted Unsecured | HU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0008CR | SMER Non-Defaulted | HU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable HUSMER0009CR | SMER Non-defaulted Secured | HU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IECORP0001CR | CORP Non-defaulted Secured Construction | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0002CR | CORP Non-defaulted Secured Other | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0003CR | CORP Non-defaulted Secured | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IECORP0004CR | CORP Defaulted | IE | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0005CR | CORP Non-defaulted Unsecured Construction | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0006CR | CORP Non-defaulted Unsecured Other | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0007CR | CORP Non-Defaulted | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IECORP0008CR | CORP Non-defaulted Secured | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IECORP0009CR | CORP Non-defaulted Unsecured | IE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable IEMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % IEMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % IEMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % IEMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % IEMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % IEMORT0006CR | Mortgages Non-defaulted ILTV >125 % | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % IEMORT0007CR | Mortgages Non-defaulted funded CRM | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable IEMORT0008CR | Mortgages Non-defaulted Unfunded CRM | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable IEMORT0009CR | Mortgages Defaulted | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IEMORT0010CR | Mortgages Non-defaulted | IE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0001CR | SMEC Non-defaulted Secured Construction | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0002CR | SMEC Non-defaulted Secured Other | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0003CR | SMEC Non-defaulted Secured | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IESMEC0004CR | SMEC Defaulted | IE | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0005CR | SMEC Non-defaulted Unsecured Construction | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0006CR | SMEC Non-defaulted Unsecured Other | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0007CR | SMEC Non-defaulted Unsecured | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0008CR | SMEC Non-Defaulted | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMEC0009CR | SMEC Non-defaulted Secured | IE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable IESMER0001CR | SMER Non-defaulted Secured Construction | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0002CR | SMER Non-defaulted Secured Other | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0003CR | SMER Non-defaulted Secured | IE | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable IESMER0004CR | SMER Defaulted | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0005CR | SMER Non-defaulted Unsecured Construction | IE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0006CR | SMER Non-defaulted Unsecured Other | IE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0007CR | SMER Non-defaulted Unsecured | IE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0008CR | SMER Non-Defaulted | IE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable IESMER0009CR | SMER Non-defaulted Secured | IE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITCORP0001CR | CORP Non-defaulted Secured Construction | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0002CR | CORP Non-defaulted Secured Other | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0003CR | CORP Non-defaulted Secured | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITCORP0004CR | CORP Defaulted | IT | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0005CR | CORP Non-defaulted Unsecured Construction | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0006CR | CORP Non-defaulted Unsecured Other | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0007CR | CORP Non-Defaulted | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITCORP0008CR | CORP Non-defaulted Secured | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITCORP0009CR | CORP Non-defaulted Unsecured | IT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ITMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ITMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ITMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ITMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ITMORT0006CR | Mortgages Non-defaulted ILTV >125 % | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ITMORT0007CR | Mortgages Non-defaulted funded CRM | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ITMORT0008CR | Mortgages Non-defaulted Unfunded CRM | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ITMORT0009CR | Mortgages Defaulted | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ITMORT0010CR | Mortgages Non-defaulted | IT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0001CR | SMEC Non-defaulted Secured Construction | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0002CR | SMEC Non-defaulted Secured Other | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0003CR | SMEC Non-defaulted Secured | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITSMEC0004CR | SMEC Defaulted | IT | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0005CR | SMEC Non-defaulted Unsecured Construction | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0006CR | SMEC Non-defaulted Unsecured Other | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0007CR | SMEC Non-defaulted Unsecured | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0008CR | SMEC Non-Defaulted | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMEC0009CR | SMEC Non-defaulted Secured | IT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ITSMER0001CR | SMER Non-defaulted Secured Construction | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0002CR | SMER Non-defaulted Secured Other | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0003CR | SMER Non-defaulted Secured | IT | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ITSMER0004CR | SMER Defaulted | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0005CR | SMER Non-defaulted Unsecured Construction | IT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0006CR | SMER Non-defaulted Unsecured Other | IT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0007CR | SMER Non-defaulted Unsecured | IT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0008CR | SMER Non-Defaulted | IT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ITSMER0009CR | SMER Non-defaulted Secured | IT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTCORP0001CR | CORP Non-defaulted Secured Construction | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln.

| Not applicable | Not applicable | Not applicable | Not applicable LTCORP0002CR | CORP Non-defaulted Secured Other | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0003CR | CORP Non-defaulted Secured | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTCORP0004CR | CORP Defaulted | LT | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0005CR | CORP Non-defaulted Unsecured Construction | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0006CR | CORP Non-defaulted Unsecured Other | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0007CR | CORP Non-Defaulted | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTCORP0008CR | CORP Non-defaulted Secured | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTCORP0009CR | CORP Non-defaulted Unsecured | LT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LTMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LTMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LTMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LTMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LTMORT0006CR | Mortgages Non-defaulted ILTV >125 % | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LTMORT0007CR | Mortgages Non-defaulted funded CRM | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LTMORT0008CR | Mortgages Non-defaulted Unfunded CRM | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LTMORT0009CR | Mortgages Defaulted | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LTMORT0010CR | Mortgages Non-defaulted | LT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0001CR | SMEC Non-defaulted Secured Construction | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0002CR | SMEC Non-defaulted Secured Other | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0003CR | SMEC Non-defaulted Secured | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTSMEC0004CR | SMEC Defaulted | LT | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0005CR | SMEC Non-defaulted Unsecured Construction | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0006CR | SMEC Non-defaulted Unsecured Other | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0007CR | SMEC Non-defaulted Unsecured | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0008CR | SMEC Non-Defaulted | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMEC0009CR | SMEC Non-defaulted Secured | LT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LTSMER0001CR | SMER Non-defaulted Secured Construction | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0002CR | SMER Non-defaulted Secured Other | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0003CR | SMER Non-defaulted Secured | LT | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LTSMER0004CR | SMER Defaulted | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0005CR | SMER Non-defaulted Unsecured Construction | LT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0006CR | SMER Non-defaulted Unsecured Other | LT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0007CR | SMER Non-defaulted Unsecured | LT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0008CR | SMER Non-Defaulted | LT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LTSMER0009CR | SMER Non-defaulted Secured | LT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUCORP0001CR | CORP Non-defaulted Secured Construction | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0002CR | CORP Non-defaulted Secured Other | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0003CR | CORP Non-defaulted Secured | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUCORP0004CR | CORP Defaulted | LU | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0005CR | CORP Non-defaulted Unsecured Construction | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0006CR | CORP Non-defaulted Unsecured Other | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0007CR | CORP Non-Defaulted | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUCORP0008CR | CORP Non-defaulted Secured | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUCORP0009CR | CORP Non-defaulted Unsecured | LU | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LUMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LUMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LUMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LUMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LUMORT0006CR | Mortgages Non-defaulted ILTV >125 % | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LUMORT0007CR | Mortgages Non-defaulted funded CRM | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LUMORT0008CR | Mortgages Non-defaulted Unfunded CRM | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LUMORT0009CR | Mortgages Defaulted | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LUMORT0010CR | Mortgages Non-defaulted | LU | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0001CR | SMEC Non-defaulted Secured Construction | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0002CR | SMEC Non-defaulted Secured Other | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0003CR | SMEC Non-defaulted Secured | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUSMEC0004CR | SMEC Defaulted | LU | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0005CR | SMEC Non-defaulted Unsecured Construction | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0006CR | SMEC Non-defaulted Unsecured Other | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0007CR | SMEC Non-defaulted Unsecured | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0008CR | SMEC Non-Defaulted | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMEC0009CR | SMEC Non-defaulted Secured | LU | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LUSMER0001CR | SMER Non-defaulted Secured Construction | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0002CR | SMER Non-defaulted Secured Other | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0003CR | SMER Non-defaulted Secured | LU | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LUSMER0004CR | SMER Defaulted | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0005CR | SMER Non-defaulted Unsecured Construction | LU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0006CR | SMER Non-defaulted Unsecured Other | LU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0007CR | SMER Non-defaulted Unsecured | LU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0008CR | SMER Non-Defaulted | LU | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LUSMER0009CR | SMER Non-defaulted Secured | LU | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVCORP0001CR | CORP Non-defaulted Secured Construction | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0002CR | CORP Non-defaulted Secured Other | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0003CR | CORP Non-defaulted Secured | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVCORP0004CR | CORP Defaulted | LV | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0005CR | CORP Non-defaulted Unsecured Construction | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0006CR | CORP Non-defaulted Unsecured Other | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0007CR | CORP Non-Defaulted | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVCORP0008CR | CORP Non-defaulted Secured | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVCORP0009CR | CORP Non-defaulted Unsecured | LV | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % LVMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % LVMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % LVMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % LVMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % LVMORT0006CR | Mortgages Non-defaulted ILTV >125 % | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % LVMORT0007CR | Mortgages Non-defaulted funded CRM | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable LVMORT0008CR | Mortgages Non-defaulted Unfunded CRM | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable LVMORT0009CR | Mortgages Defaulted | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LVMORT0010CR | Mortgages Non-defaulted | LV | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0001CR | SMEC Non-defaulted Secured Construction | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0002CR | SMEC Non-defaulted Secured Other | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0003CR | SMEC Non-defaulted Secured | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVSMEC0004CR | SMEC Defaulted | LV | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0005CR | SMEC Non-defaulted Unsecured Construction | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0006CR | SMEC Non-defaulted Unsecured Other | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0007CR | SMEC Non-defaulted Unsecured | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0008CR | SMEC Non-Defaulted | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMEC0009CR | SMEC Non-defaulted Secured | LV | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable LVSMER0001CR | SMER Non-defaulted Secured Construction | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0002CR | SMER Non-defaulted Secured Other | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0003CR | SMER Non-defaulted Secured | LV | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable LVSMER0004CR | SMER Defaulted | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0005CR | SMER Non-defaulted Unsecured Construction | LV | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0006CR | SMER Non-defaulted Unsecured Other | LV | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0007CR | SMER Non-defaulted Unsecured | LV | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0008CR | SMER Non-Defaulted | LV | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable LVSMER0009CR | SMER Non-defaulted Secured | LV | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MORT0010CR | Mortgages Non-defaulted | Not applicable | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0001CR | CORP Non-defaulted Secured Construction | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0002CR | CORP Non-defaulted Secured Other | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0003CR | CORP Non-defaulted Secured | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MTCORP0004CR | CORP Defaulted | MT | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0005CR | CORP Non-defaulted Unsecured Construction | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0006CR | CORP Non-defaulted Unsecured Other | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0007CR | CORP Non-Defaulted | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTCORP0008CR | CORP Non-defaulted Secured | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTCORP0009CR | CORP Non-defaulted Unsecured | MT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % MTMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % MTMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % MTMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % MTMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % MTMORT0006CR | Mortgages Non-defaulted ILTV >125 % | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % MTMORT0007CR | Mortgages Non-defaulted funded CRM | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable MTMORT0008CR | Mortgages Non-defaulted Unfunded CRM | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable MTMORT0009CR | Mortgages Defaulted | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTMORT0010CR | Mortgages Non-defaulted | MT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0001CR | SMEC Non-defaulted Secured Construction | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0002CR | SMEC Non-defaulted Secured Other | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0003CR | SMEC Non-defaulted Secured | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTSMEC0004CR | SMEC Defaulted | MT | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0005CR | SMEC Non-defaulted Unsecured Construction | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0006CR | SMEC Non-defaulted Unsecured Other | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0007CR | SMEC Non-defaulted Unsecured | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0008CR | SMEC Non-Defaulted | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMEC0009CR | SMEC Non-defaulted Secured | MT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable MTSMER0001CR | SMER Non-defaulted Secured Construction | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0002CR | SMER Non-defaulted Secured Other | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0003CR | SMER Non-defaulted Secured | MT | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable MTSMER0004CR | SMER Defaulted | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0005CR | SMER Non-defaulted Unsecured Construction | MT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0006CR | SMER Non-defaulted Unsecured Other | MT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0007CR | SMER Non-defaulted Unsecured | MT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0008CR | SMER Non-Defaulted | MT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable MTSMER0009CR | SMER Non-defaulted Secured | MT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln.

| Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLCORP0001CR | CORP Non-defaulted Secured Construction | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0002CR | CORP Non-defaulted Secured Other | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0003CR | CORP Non-defaulted Secured | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLCORP0004CR | CORP Defaulted | NL | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0005CR | CORP Non-defaulted Unsecured Construction | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0006CR | CORP Non-defaulted Unsecured Other | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0007CR | CORP Non-Defaulted | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLCORP0008CR | CORP Non-defaulted Secured | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLCORP0009CR | CORP Non-defaulted Unsecured | NL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % NLMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % NLMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % NLMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % NLMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % NLMORT0006CR | Mortgages Non-defaulted ILTV >125 % | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % NLMORT0007CR | Mortgages Non-defaulted funded CRM | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable NLMORT0008CR | Mortgages Non-defaulted Unfunded CRM | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable NLMORT0009CR | Mortgages Defaulted | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NLMORT0010CR | Mortgages Non-defaulted | NL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0001CR | SMEC Non-defaulted Secured Construction | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0002CR | SMEC Non-defaulted Secured Other | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0003CR | SMEC Non-defaulted Secured | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLSMEC0004CR | SMEC Defaulted | NL | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0005CR | SMEC Non-defaulted Unsecured Construction | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0006CR | SMEC Non-defaulted Unsecured Other | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0007CR | SMEC Non-defaulted Unsecured | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0008CR | SMEC Non-Defaulted | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMEC0009CR | SMEC Non-defaulted Secured | NL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NLSMER0001CR | SMER Non-defaulted Secured Construction | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0002CR | SMER Non-defaulted Secured Other | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0003CR | SMER Non-defaulted Secured | NL | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NLSMER0004CR | SMER Defaulted | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0005CR | SMER Non-defaulted Unsecured Construction | NL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0006CR | SMER Non-defaulted Unsecured Other | NL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0007CR | SMER Non-defaulted Unsecured | NL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0008CR | SMER Non-Defaulted | NL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NLSMER0009CR | SMER Non-defaulted Secured | NL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOCORP0001CR | CORP Non-defaulted Secured Construction | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0002CR | CORP Non-defaulted Secured Other | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0003CR | CORP Non-defaulted Secured | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOCORP0004CR | CORP Defaulted | NO | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0005CR | CORP Non-defaulted Unsecured Construction | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0006CR | CORP Non-defaulted Unsecured Other | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0007CR | CORP Non-Defaulted | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOCORP0008CR | CORP Non-defaulted Secured | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOCORP0009CR | CORP Non-defaulted Unsecured | NO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % NOMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % NOMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % NOMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % NOMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % NOMORT0006CR | Mortgages Non-defaulted ILTV >125 % | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % NOMORT0007CR | Mortgages Non-defaulted funded CRM | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable NOMORT0008CR | Mortgages Non-defaulted Unfunded CRM | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable NOMORT0009CR | Mortgages Defaulted | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NOMORT0010CR | Mortgages Non-defaulted | NO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0001CR | SMEC Non-defaulted Secured Construction | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0002CR | SMEC Non-defaulted Secured Other | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0003CR | SMEC Non-defaulted Secured | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOSMEC0004CR | SMEC Defaulted | NO | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0005CR | SMEC Non-defaulted Unsecured Construction | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0006CR | SMEC Non-defaulted Unsecured Other | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0007CR | SMEC Non-defaulted Unsecured | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0008CR | SMEC Non-Defaulted | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMEC0009CR | SMEC Non-defaulted Secured | NO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable NOSMER0001CR | SMER Non-defaulted Secured Construction | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0002CR | SMER Non-defaulted Secured Other | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0003CR | SMER Non-defaulted Secured | NO | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable NOSMER0004CR | SMER Defaulted | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0005CR | SMER Non-defaulted Unsecured Construction | NO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0006CR | SMER Non-defaulted Unsecured Other | NO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0007CR | SMER Non-defaulted Unsecured | NO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0008CR | SMER Non-Defaulted | NO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable NOSMER0009CR | SMER Non-defaulted Secured | NO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLCORP0001CR | CORP Non-defaulted Secured Construction | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0002CR | CORP Non-defaulted Secured Other | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0003CR | CORP Non-defaulted Secured | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLCORP0004CR | CORP Defaulted | PL | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0005CR | CORP Non-defaulted Unsecured Construction | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0006CR | CORP Non-defaulted Unsecured Other | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0007CR | CORP Non-Defaulted | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLCORP0008CR | CORP Non-defaulted Secured | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLCORP0009CR | CORP Non-defaulted Unsecured | PL | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % PLMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % PLMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % PLMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % PLMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % PLMORT0006CR | Mortgages Non-defaulted ILTV >125 % | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % PLMORT0007CR | Mortgages Non-defaulted funded CRM | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable PLMORT0008CR | Mortgages Non-defaulted Unfunded CRM | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable PLMORT0009CR | Mortgages Defaulted | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PLMORT0010CR | Mortgages Non-defaulted | PL | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0001CR | SMEC Non-defaulted Secured Construction | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0002CR | SMEC Non-defaulted Secured Other | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0003CR | SMEC Non-defaulted Secured | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLSMEC0004CR | SMEC Defaulted | PL | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0005CR | SMEC Non-defaulted Unsecured Construction | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0006CR | SMEC Non-defaulted Unsecured Other | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0007CR | SMEC Non-defaulted Unsecured | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0008CR | SMEC Non-Defaulted | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMEC0009CR | SMEC Non-defaulted Secured | PL | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PLSMER0001CR | SMER Non-defaulted Secured Construction | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0002CR | SMER Non-defaulted Secured Other | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0003CR | SMER Non-defaulted Secured | PL | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PLSMER0004CR | SMER Defaulted | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0005CR | SMER Non-defaulted Unsecured Construction | PL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0006CR | SMER Non-defaulted Unsecured Other | PL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0007CR | SMER Non-defaulted Unsecured | PL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0008CR | SMER Non-Defaulted | PL | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PLSMER0009CR | SMER Non-defaulted Secured | PL | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTCORP0001CR | CORP Non-defaulted Secured Construction | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0002CR | CORP Non-defaulted Secured Other | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0003CR | CORP Non-defaulted Secured | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTCORP0004CR | CORP Defaulted | PT | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0005CR | CORP Non-defaulted Unsecured Construction | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0006CR | CORP Non-defaulted Unsecured Other | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0007CR | CORP Non-Defaulted | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTCORP0008CR | CORP Non-defaulted Secured | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTCORP0009CR | CORP Non-defaulted Unsecured | PT | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % PTMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % PTMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % PTMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % PTMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % PTMORT0006CR | Mortgages Non-defaulted ILTV >125 % | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % PTMORT0007CR | Mortgages Non-defaulted funded CRM | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable PTMORT0008CR | Mortgages Non-defaulted Unfunded CRM | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable PTMORT0009CR | Mortgages Defaulted | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PTMORT0010CR | Mortgages Non-defaulted | PT | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0001CR | SMEC Non-defaulted Secured Construction | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0002CR | SMEC Non-defaulted Secured Other | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0003CR | SMEC Non-defaulted Secured | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTSMEC0004CR | SMEC Defaulted | PT | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0005CR | SMEC Non-defaulted Unsecured Construction | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0006CR | SMEC Non-defaulted Unsecured Other | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0007CR | SMEC Non-defaulted Unsecured | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0008CR | SMEC Non-Defaulted | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMEC0009CR | SMEC Non-defaulted Secured | PT | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable PTSMER0001CR | SMER Non-defaulted Secured Construction | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0002CR | SMER Non-defaulted Secured Other | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0003CR | SMER Non-defaulted Secured | PT | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable PTSMER0004CR | SMER Defaulted | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0005CR | SMER Non-defaulted Unsecured Construction | PT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0006CR | SMER Non-defaulted Unsecured Other | PT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0007CR | SMER Non-defaulted Unsecured | PT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable PTSMER0008CR | SMER Non-Defaulted | PT | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln.

| Not applicable | Not applicable | Not applicable | Not applicable PTSMER0009CR | SMER Non-defaulted Secured | PT | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROCORP0001CR | CORP Non-defaulted Secured Construction | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0002CR | CORP Non-defaulted Secured Other | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0003CR | CORP Non-defaulted Secured | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROCORP0004CR | CORP Defaulted | RO | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0005CR | CORP Non-defaulted Unsecured Construction | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0006CR | CORP Non-defaulted Unsecured Other | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0007CR | CORP Non-Defaulted | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROCORP0008CR | CORP Non-defaulted Secured | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROCORP0009CR | CORP Non-defaulted Unsecured | RO | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % ROMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % ROMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % ROMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % ROMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % ROMORT0006CR | Mortgages Non-defaulted ILTV >125 % | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % ROMORT0007CR | Mortgages Non-defaulted funded CRM | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable ROMORT0008CR | Mortgages Non-defaulted Unfunded CRM | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable ROMORT0009CR | Mortgages Defaulted | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ROMORT0010CR | Mortgages Non-defaulted | RO | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0001CR | SMEC Non-defaulted Secured Construction | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0002CR | SMEC Non-defaulted Secured Other | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0003CR | SMEC Non-defaulted Secured | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROSMEC0004CR | SMEC Defaulted | RO | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0005CR | SMEC Non-defaulted Unsecured Construction | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0006CR | SMEC Non-defaulted Unsecured Other | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0007CR | SMEC Non-defaulted Unsecured | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0008CR | SMEC Non-Defaulted | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMEC0009CR | SMEC Non-defaulted Secured | RO | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable ROSMER0001CR | SMER Non-defaulted Secured Construction | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0002CR | SMER Non-defaulted Secured Other | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0003CR | SMER Non-defaulted Secured | RO | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable ROSMER0004CR | SMER Defaulted | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0005CR | SMER Non-defaulted Unsecured Construction | RO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0006CR | SMER Non-defaulted Unsecured Other | RO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0007CR | SMER Non-defaulted Unsecured | RO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0008CR | SMER Non-Defaulted | RO | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable ROSMER0009CR | SMER Non-defaulted Secured | RO | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SECORP0001CR | CORP Non-defaulted Secured Construction | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0002CR | CORP Non-defaulted Secured Other | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0003CR | CORP Non-defaulted Secured | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SECORP0004CR | CORP Defaulted | SE | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0005CR | CORP Non-defaulted Unsecured Construction | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0006CR | CORP Non-defaulted Unsecured Other | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0007CR | CORP Non-Defaulted | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SECORP0008CR | CORP Non-defaulted Secured | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SECORP0009CR | CORP Non-defaulted Unsecured | SE | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SEMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SEMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SEMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SEMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SEMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SEMORT0006CR | Mortgages Non-defaulted ILTV >125 % | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SEMORT0007CR | Mortgages Non-defaulted funded CRM | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SEMORT0008CR | Mortgages Non-defaulted Unfunded CRM | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SEMORT0009CR | Mortgages Defaulted | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SEMORT0010CR | Mortgages Non-defaulted | SE | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0001CR | SMEC Non-defaulted Secured Construction | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0002CR | SMEC Non-defaulted Secured Other | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0003CR | SMEC Non-defaulted Secured | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SESMEC0004CR | SMEC Defaulted | SE | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0005CR | SMEC Non-defaulted Unsecured Construction | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0006CR | SMEC Non-defaulted Unsecured Other | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0007CR | SMEC Non-defaulted Unsecured | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0008CR | SMEC Non-Defaulted | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMEC0009CR | SMEC Non-defaulted Secured | SE | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SESMER0001CR | SMER Non-defaulted Secured Construction | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0002CR | SMER Non-defaulted Secured Other | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0003CR | SMER Non-defaulted Secured | SE | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SESMER0004CR | SMER Defaulted | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0005CR | SMER Non-defaulted Unsecured Construction | SE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0006CR | SMER Non-defaulted Unsecured Other | SE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0007CR | SMER Non-defaulted Unsecured | SE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0008CR | SMER Non-Defaulted | SE | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SESMER0009CR | SMER Non-defaulted Secured | SE | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SICORP0001CR | CORP Non-defaulted Secured Construction | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0002CR | CORP Non-defaulted Secured Other | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0003CR | CORP Non-defaulted Secured | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SICORP0004CR | CORP Defaulted | SI | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0005CR | CORP Non-defaulted Unsecured Construction | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0006CR | CORP Non-defaulted Unsecured Other | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0007CR | CORP Non-Defaulted | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SICORP0008CR | CORP Non-defaulted Secured | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SICORP0009CR | CORP Non-defaulted Unsecured | SI | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SIMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SIMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SIMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SIMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SIMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SIMORT0006CR | Mortgages Non-defaulted ILTV >125 % | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SIMORT0007CR | Mortgages Non-defaulted funded CRM | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SIMORT0008CR | Mortgages Non-defaulted Unfunded CRM | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SIMORT0009CR | Mortgages Defaulted | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SIMORT0010CR | Mortgages Non-defaulted | SI | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0001CR | SMEC Non-defaulted Secured Construction | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0002CR | SMEC Non-defaulted Secured Other | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0003CR | SMEC Non-defaulted Secured | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SISMEC0004CR | SMEC Defaulted | SI | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0005CR | SMEC Non-defaulted Unsecured Construction | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0006CR | SMEC Non-defaulted Unsecured Other | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0007CR | SMEC Non-defaulted Unsecured | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0008CR | SMEC Non-Defaulted | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMEC0009CR | SMEC Non-defaulted Secured | SI | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SISMER0001CR | SMER Non-defaulted Secured Construction | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0002CR | SMER Non-defaulted Secured Other | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0003CR | SMER Non-defaulted Secured | SI | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SISMER0004CR | SMER Defaulted | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0005CR | SMER Non-defaulted Unsecured Construction | SI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0006CR | SMER Non-defaulted Unsecured Other | SI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0007CR | SMER Non-defaulted Unsecured | SI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0008CR | SMER Non-Defaulted | SI | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SISMER0009CR | SMER Non-defaulted Secured | SI | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKCORP0001CR | CORP Non-defaulted Secured Construction | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0002CR | CORP Non-defaulted Secured Other | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0003CR | CORP Non-defaulted Secured | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKCORP0004CR | CORP Defaulted | SK | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0005CR | CORP Non-defaulted Unsecured Construction | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0006CR | CORP Non-defaulted Unsecured Other | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0007CR | CORP Non-Defaulted | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKCORP0008CR | CORP Non-defaulted Secured | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKCORP0009CR | CORP Non-defaulted Unsecured | SK | Corporates — Other | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKMORT0001CR | Mortgages Non-defaulted ILTV <=25 % | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=25 % SKMORT0002CR | Mortgages Non-defaulted ILTV >25 %,<=50 % | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >25 % <=50 % SKMORT0003CR | Mortgages Non-defaulted ILTV >50 %,<=75 % | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >50 % <=75 % SKMORT0004CR | Mortgages Non-defaulted ILTV >75 %,<=100 % | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >75 % <=100 % SKMORT0005CR | Mortgages Non-defaulted ILTV >100 %,<=125 % | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >100 % <= 125 % SKMORT0006CR | Mortgages Non-defaulted ILTV >125 % | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >125 % SKMORT0007CR | Mortgages Non-defaulted funded CRM | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral, other funded CRM and/or personal guarantees | Not applicable | Not applicable | Not applicable SKMORT0008CR | Mortgages Non-defaulted Unfunded CRM | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Real estate collateral and other unfunded CRM | Not applicable | Not applicable | Not applicable SKMORT0009CR | Mortgages Defaulted | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SKMORT0010CR | Mortgages Non-defaulted | SK | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0001CR | SMEC Non-defaulted Secured Construction | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0002CR | SMEC Non-defaulted Secured Other | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0003CR | SMEC Non-defaulted Secured | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKSMEC0004CR | SMEC Defaulted | SK | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0005CR | SMEC Non-defaulted Unsecured Construction | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0006CR | SMEC Non-defaulted Unsecured Other | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0007CR | SMEC Non-defaulted Unsecured | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0008CR | SMEC Non-Defaulted | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMEC0009CR | SMEC Non-defaulted Secured | SK | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SKSMER0001CR | SMER Non-defaulted Secured Construction | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0002CR | SMER Non-defaulted Secured Other | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0003CR | SMER Non-defaulted Secured | SK | Retail — Secured by real estate SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Other eligible collateral: Real estate | Not applicable | Not applicable | Not applicable SKSMER0004CR | SMER Defaulted | SK | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0005CR | SMER Non-defaulted Unsecured Construction | SK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | F Construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0006CR | SMER Non-defaulted Unsecured Other | SK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | YY Y Other non financial no construction | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0007CR | SMER Non-defaulted Unsecured | SK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures without credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0008CR | SMER Non-Defaulted | SK | Retail — Secured by real estate SME;

Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SKSMER0009CR | SMER Non-defaulted Secured | SK | Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Exposures with credit protection | Not applicable | Not applicable | <=EUR 50 mln. | Non Real estate funded collateral | Not applicable | Not applicable | Not applicable SMEC0008CR | SMEC Non-Defaulted | Not applicable | Corporates — SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SMER0008CR | SMER Non-Defaulted | Not applicable | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Non-defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable CORP0004CR | CORP Defaulted | Not applicable | Corporates — Other | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | >EUR 50 mln <=EUR 200 mln. | Not applicable | Not applicable | Not applicable | Not applicable MORT0009CR | Mortgages Defaulted | Not applicable | Retail — Secured by real estate non-SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable SMEC0004CR | SMEC Defaulted | Not applicable | Corporates — SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable SMER0004CR | SMER Defaulted | Not applicable | Retail — Secured by real estate SME; Retail — Other SME | Credit risk and free deliveries | Defaulted | Not applicable | Not applicable | Not applicable | Not applicable | Not applicable | <=EUR 50 mln. | Not applicable | Not applicable | Not applicable | Not applicable C 104.00 — Definition of hypothetical transactions in Low Default Portfolios Transaction ID | Transaction name | Type of facility | Facility | Geographical area | Portfolio name | Portfolio ID | Exposure class | NACE code | Type of exposures | Rating | Collateralisation status | Collateral type | Collateral | Collateral value | Size of counterparty ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 HT1 | LCDRLTUNSE1R01 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT2 | LCDRLTUNSE1R02 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT3 | LCDRLTUNSE1R03 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT4 | LCDRLTUNSE1R04 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT5 | LCDRLTUNSE1R05 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT6 | LCDRLTUNSE1R06 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT7 | LCDRLTUNSE1R07 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT8 | LCDRLTUNSE1R08 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT9 | LCDRLTUNSE1R09 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT10 | LCDRLTUNSE1R10 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT11 | LCDRLTUNSE1R11 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT12 | LCDRLTUNSE1R12 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT13 | LCDRLTUNSE1R13 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT14 | LCDRLTUNSE1R14 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT15 | LCDRLTUNSE1R15 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT16 | LCDRLTUNSE1R16 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT17 | LCDRLTUNSE1R17 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT18 | LCDRLTUNSE1R18 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT19 | LCDRLTUNSE1R19 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT20 | LCDRLTUNSE1R20 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT21 | LCDRLTUNSE1R21 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT22 | LCDRLTUNSE1R22 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT23 | LCDRLTUNSE1R23 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT24 | LCDRLTUNSE1R24 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT25 | LCDRLTUNSE1R25 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT26 | LCDRLTUNSE1R26 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT27 | LCDRLTUNSE1R27 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT28 | LCDRLTUNSE1R28 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT29 | LCDRLTUNSE1R29 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT30 | LCDRLTUNSE1R30 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT31 | LCDRREUNSE1R01 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT32 | LCDRREUNSE1R02 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT33 | LCDRREUNSE1R03 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT34 | LCDRREUNSE1R04 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT35 | LCDRREUNSE1R05 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT36 | LCDRREUNSE1R06 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT37 | LCDRREUNSE1R07 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT38 | LCDRREUNSE1R08 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT39 | LCDRREUNSE1R09 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT40 | LCDRREUNSE1R10 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT41 | LCDRREUNSE1R11 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT42 | LCDRREUNSE1R12 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT43 | LCDRREUNSE1R13 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT44 | LCDRREUNSE1R14 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT45 | LCDRREUNSE1R15 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT46 | LCDRREUNSE1R16 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT47 | LCDRREUNSE1R17 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT48 | LCDRREUNSE1R18 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT49 | LCDRREUNSE1R19 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT50 | LCDRREUNSE1R20 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT51 | LCDRREUNSE1R21 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT52 | LCDRREUNSE1R22 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT53 | LCDRREUNSE1R23 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT54 | LCDRREUNSE1R24 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT55 | LCDRREUNSE1R25 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT56 | LCDRREUNSE1R26 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT57 | LCDRREUNSE1R27 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT58 | LCDRREUNSE1R28 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT59 | LCDRREUNSE1R29 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT60 | LCDRREUNSE1R30 | Drawn credit facility | Facility 1.2: 3 month (full) drawing under a EUR 50 million non-amortising floating rate 5 year revolving committed facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT61 | LCDRREUNSE2R01 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT62 | LCDRREUNSE2R02 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT63 | LCDRREUNSE2R03 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT64 | LCDRREUNSE2R04 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT65 | LCDRREUNSE2R05 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT66 | LCDRREUNSE2R06 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT67 | LCDRREUNSE2R07 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT68 | LCDRREUNSE2R08 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT69 | LCDRREUNSE2R09 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT70 | LCDRREUNSE2R10 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT71 | LCDRREUNSE2R11 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT72 | LCDRREUNSE2R12 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT73 | LCDRREUNSE2R13 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT74 | LCDRREUNSE2R14 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT75 | LCDRREUNSE2R15 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT76 | LCDRREUNSE2R16 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT77 | LCDRREUNSE2R17 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT78 | LCDRREUNSE2R18 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT79 | LCDRREUNSE2R19 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT80 | LCDRREUNSE2R20 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT81 | LCDRREUNSE2R21 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT82 | LCDRREUNSE2R22 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT83 | LCDRREUNSE2R23 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT84 | LCDRREUNSE2R24 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT85 | LCDRREUNSE2R25 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT86 | LCDRREUNSE2R26 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT87 | LCDRREUNSE2R27 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT88 | LCDRREUNSE2R28 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT89 | LCDRREUNSE2R29 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT90 | LCDRREUNSE2R30 | Drawn credit facility | Facility 1.3: EUR 55 million outstanding under a EUR 50 million non-amortising floating rate 5 year revolving committed facility under which outstandings may vary on a daily basis. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT91 | LCDRLTUNSE2R01 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT92 | LCDRLTUNSE2R02 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT93 | LCDRLTUNSE2R03 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT94 | LCDRLTUNSE2R04 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT95 | LCDRLTUNSE2R05 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge).

| Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT96 | LCDRLTUNSE2R06 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT97 | LCDRLTUNSE2R07 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT98 | LCDRLTUNSE2R08 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT99 | LCDRLTUNSE2R09 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT100 | LCDRLTUNSE2R10 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT101 | LCDRLTUNSE2R11 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT102 | LCDRLTUNSE2R12 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT103 | LCDRLTUNSE2R13 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT104 | LCDRLTUNSE2R14 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT105 | LCDRLTUNSE2R15 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT106 | LCDRLTUNSE2R16 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT107 | LCDRLTUNSE2R17 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT108 | LCDRLTUNSE2R18 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT109 | LCDRLTUNSE2R19 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT110 | LCDRLTUNSE2R20 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT111 | LCDRLTUNSE2R21 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT112 | LCDRLTUNSE2R22 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT113 | LCDRLTUNSE2R23 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT114 | LCDRLTUNSE2R24 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT115 | LCDRLTUNSE2R25 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT116 | LCDRLTUNSE2R26 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT117 | LCDRLTUNSE2R27 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT118 | LCDRLTUNSE2R28 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT119 | LCDRLTUNSE2R29 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT120 | LCDRLTUNSE2R30 | Drawn credit facility | Facility 1.4: Fully drawn 10 million floating rate 3 month loan to finance the sale of equipment from the manufacturer to a buyer in the same country. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT121 | LCDRLTSEEF1 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Eligible financial collateral | Collateral 1: BT Bond 2015 €1bn (EMTN) XS0372358902 1000 6.5 % A 7-Jul-15 London. Current price 109.3 | | >EUR 200 mln. HT122 | LCDRLTSEEF2 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Eligible financial collateral | Collateral 2: Italian government debt IT0004917958 3 % April 2017. Current price 100.82 | | >EUR 200 mln. HT123 | LCDRLTSEEF3 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Eligible financial collateral | Collateral 3: Mayfair Capital Residential 1 Fund (Prime London Residential Real estate Fund) | | >EUR 200 mln. HT124 | LCDRLTSEEF4 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Eligible financial collateral | Collateral 4: Gold | | >EUR 200 mln. HT125 | LCDRLTSEPC1 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Physical collateral | Collateral 5: Crude Oil Brent | | >EUR 200 mln. HT126 | LCDRLTSEPC2 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Physical collateral | Collateral 6: 10 Aircraft Boing 777 — 300 | | >EUR 200 mln. HT127 | LCDRLTSEPC3 | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Physical collateral | Collateral 7: Ship cargo 12000 dwt cargo vessel.Total length: 135.80m. Length between perpendiculars: 126.00m. Designed waterline length: 129.43m. Breadth moulded: 19.20m. Depth moulded: 10.50m. Designed draft: 8.00m. Structural draft: 8.00. Load displacement: 16042t. Load ton: 12562t. Gross tonnage: 7694t. Net tonnage: 4309t. Speed of the ship: 11.80kn. Number of the crew: 20. Built in 2010. | | >EUR 200 mln. HT128 | LCDRLTSERREUK | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: UK Residential Real Estate in Central London (Zone 2, W86TW), 336 square meter, built in 1905 | | >EUR 200 mln. HT129 | LCDRLTSERREAT | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: AT Residential Real Estate | | >EUR 200 mln. HT130 | LCDRLTSERREBE | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: BE Commercial Real Estate | | >EUR 200 mln. HT131 | LCDRLTSERRECZ | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: CZ Residential Real Estate | | >EUR 200 mln. HT132 | LCDRLTSERREDE | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: DE Residential Real Estate | | >EUR 200 mln. HT133 | LCDRLTSERREDK | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: DK Residential Real Estate | | >EUR 200 mln. HT134 | LCDRLTSERREES | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: ES Residential Real Estate | | >EUR 200 mln. HT135 | LCDRLTSERREFI | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: FI Residential Real Estate | | >EUR 200 mln. HT136 | LCDRLTSERREFR | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: FR Residential Real Estate | | >EUR 200 mln. HT137 | LCDRLTSERREGR | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: GR Residential Real Estate | | >EUR 200 mln. HT138 | LCDRLTSERRELU | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: LU Residential Real Estate | | >EUR 200 mln. HT139 | LCDRLTSERREIE | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: IE Residential Real Estate | | >EUR 200 mln. HT140 | LCDRLTSERREIT | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: IT Residential Real Estate | | >EUR 200 mln. HT141 | LCDRLTSERRENL | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: NL Residential Real Estate | | >EUR 200 mln. HT142 | LCDRLTSERREPL | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: PL Residential Real Estate | | >EUR 200 mln. HT143 | LCDRLTSERREPT | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: PT Residential Real Estate | | >EUR 200 mln. HT144 | LCDRLTSERRENO | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: NO Residential Real Estate | | >EUR 200 mln. HT145 | LCDRLTSERRESK | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: SK Residential Real Estate | | >EUR 200 mln. HT146 | LCDRLTSERRERO | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: RO Residential Real Estate | | >EUR 200 mln. HT147 | LCDRLTSERRESE | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: SE Residential Real Estate | | >EUR 200 mln. HT148 | LCDRLTSERRESI | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 8: SI Residential Real Estate | | >EUR 200 mln. HT149 | LCDRLTSECREUK | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: UK Commercial Real Estate. Hotel in Central London with 26 rooms guests, recently refurbished, W14, Holland Road, 336 square meter | | >EUR 200 mln. HT150 | LCDRLTSECREAT | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: AT Commercial Real Estate | | >EUR 200 mln. HT151 | LCDRLTSECREBE | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: BE Commercial Real Estate | | >EUR 200 mln. HT152 | LCDRLTSECRECZ | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: CZ Commercial Real Estate | | >EUR 200 mln. HT153 | LCDRLTSECREDE | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: DE Commercial Real Estate | | >EUR 200 mln. HT154 | LCDRLTSECREDK | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: DK Commercial Real Estate. | | >EUR 200 mln. HT155 | LCDRLTSECREES | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: ES Commercial Real Estate. | | >EUR 200 mln. HT156 | LCDRLTSECREFI | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: FI Commercial Real Estate. | | >EUR 200 mln. HT157 | LCDRLTSECREFR | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: FR Commercial Real Estate. | | >EUR 200 mln. HT158 | LCDRLTSECREGR | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: GR Commercial Real Estate. | | >EUR 200 mln. HT159 | LCDRLTSECRELU | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: LU Commercial Real Estate. | | >EUR 200 mln. HT160 | LCDRLTSECREIE | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: IE Commercial Real Estate. | | >EUR 200 mln. HT161 | LCDRLTSECREIT | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: IT Commercial Real Estate | | >EUR 200 mln. HT162 | LCDRLTSECRENL | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: NL Commercial Real Estate | | >EUR 200 mln. HT163 | LCDRLTSECREPL | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: PL Commercial Real Estate | | >EUR 200 mln. HT164 | LCDRLTSECREPT | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: PT Commercial Real Estate | | >EUR 200 mln. HT165 | LCDRLTSECRENO | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: NO Commercial Real Estate | | >EUR 200 mln. HT166 | LCDRLTSECRESK | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: SK Commercial Real Estate | | >EUR 200 mln. HT167 | LCDRLTSECRERO | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: RO Commercial Real Estate | | >EUR 200 mln. HT168 | LCDRLTSECRESE | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: SE Commercial Real Estate | | >EUR 200 mln. HT169 | LCDRLTSECRESI | Drawn credit facility | Facility 1.1: Fully drawn EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | On balance sheet | Rating 1 | Exposures with credit protection | Other eligible collateral: Real estate | Collateral 9: SI Commercial Real Estate | | >EUR 200 mln. HT170 | LCOFFUNSE01R05 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT171 | LCOFFUNSE01R06 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT172 | LCOFFUNSE01R07 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT173 | LCOFFUNSE01R08 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT174 | LCOFFUNSE01R09 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT175 | LCOFFUNSE01R10 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT176 | LCOFFUNSE01R11 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT177 | LCOFFUNSE01R12 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT178 | LCOFFUNSE01R13 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT179 | LCOFFUNSE01R14 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT180 | LCOFFUNSE01R11 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT181 | LCOFFUNSE01R12 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT182 | LCOFFUNSE01R13 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT183 | LCOFFUNSE01R14 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT184 | LCOFFUNSE01R15 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT185 | LCOFFUNSE01R16 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT186 | LCOFFUNSE01R17 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT187 | LCOFFUNSE01R18 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT188 | LCOFFUNSE01R19 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT189 | LCOFFUNSE01R20 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT190 | LCOFFUNSE01R21 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT191 | LCOFFUNSE01R22 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT192 | LCOFFUNSE01R23 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT193 | LCOFFUNSE01R24 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT194 | LCOFFUNSE01R25 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT195 | LCOFFUNSE01R26 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln.

HT196 | LCOFFUNSE01R27 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT197 | LCOFFUNSE01R28 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT198 | LCOFFUNSE01R29 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT199 | LCOFFUNSE01R30 | Undrawn committed term credit facility (Medium-low risk) | Facility 2.1: Undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT200 | LCOFFUNSE02R01 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT201 | LCOFFUNSE02R02 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT202 | LCOFFUNSE02R03 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT203 | LCOFFUNSE02R04 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT204 | LCOFFUNSE02R05 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT205 | LCOFFUNSE02R06 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT206 | LCOFFUNSE02R07 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT207 | LCOFFUNSE02R08 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT208 | LCOFFUNSE02R09 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT209 | LCOFFUNSE02R10 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT210 | LCOFFUNSE02R11 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT211 | LCOFFUNSE02R12 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT212 | LCOFFUNSE02R13 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT213 | LCOFFUNSE02R14 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT214 | LCOFFUNSE02R15 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT215 | LCOFFUNSE02R16 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT216 | LCOFFUNSE02R17 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT217 | LCOFFUNSE02R18 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT218 | LCOFFUNSE02R19 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT219 | LCOFFUNSE02R20 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT220 | LCOFFUNSE02R21 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT221 | LCOFFUNSE02R22 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT222 | LCOFFUNSE02R23 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT223 | LCOFFUNSE02R24 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT224 | LCOFFUNSE02R25 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT225 | LCOFFUNSE02R26 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT226 | LCOFFUNSE02R27 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT227 | LCOFFUNSE02R28 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT228 | LCOFFUNSE02R29 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT229 | LCOFFUNSE02R30 | Undrawn committed revolving credit facility (Medium- low risk) | Facility 2.2: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year revolving committed lending facility. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT230 | LCOFFUNSE03R01 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT231 | LCOFFUNSE03R02 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT232 | LCOFFUNSE03R03 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT233 | LCOFFUNSE03R04 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT234 | LCOFFUNSE03R05 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT235 | LCOFFUNSE03R06 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT236 | LCOFFUNSE03R07 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT237 | LCOFFUNSE03R08 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT238 | LCOFFUNSE03R09 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT239 | LCOFFUNSE03R10 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT240 | LCOFFUNSE03R11 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT241 | LCOFFUNSE03R12 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT242 | LCOFFUNSE03R13 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT243 | LCOFFUNSE03R14 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT244 | LCOFFUNSE03R15 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT245 | LCOFFUNSE03R16 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT246 | LCOFFUNSE03R17 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT247 | LCOFFUNSE03R18 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT248 | LCOFFUNSE03R19 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT249 | LCOFFUNSE03R20 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT250 | LCOFFUNSE03R21 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT251 | LCOFFUNSE03R22 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT252 | LCOFFUNSE03R23 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT253 | LCOFFUNSE03R24 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT254 | LCOFFUNSE03R25 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT255 | LCOFFUNSE03R26 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT256 | LCOFFUNSE03R27 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT257 | LCOFFUNSE03R28 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT258 | LCOFFUNSE03R29 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT259 | LCOFFUNSE03R30 | Note issuance facility and revolving underwriting facility (Medium risk) | Facility 2.3: Undrawn EUR 25 million portion of a EUR 50 million non-amortising floating rate 5 year NIF or RUF. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT260 | LCOFFUNSE04R01 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT261 | LCOFFUNSE04R02 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT262 | LCOFFUNSE04R03 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT263 | LCOFFUNSE04R04 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT264 | LCOFFUNSE04R05 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT265 | LCOFFUNSE04R06 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT266 | LCOFFUNSE04R07 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT267 | LCOFFUNSE04R08 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT268 | LCOFFUNSE04R09 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT269 | LCOFFUNSE04R10 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT270 | LCOFFUNSE04R11 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT271 | LCOFFUNSE04R12 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT272 | LCOFFUNSE04R13 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT273 | LCOFFUNSE04R14 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT274 | LCOFFUNSE04R15 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT275 | LCOFFUNSE04R16 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT276 | LCOFFUNSE04R17 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT277 | LCOFFUNSE04R18 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT278 | LCOFFUNSE04R19 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT279 | LCOFFUNSE04R20 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT280 | LCOFFUNSE04R21 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT281 | LCOFFUNSE04R22 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT282 | LCOFFUNSE04R23 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT283 | LCOFFUNSE04R24 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT284 | LCOFFUNSE04R25 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT285 | LCOFFUNSE04R26 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT286 | LCOFFUNSE04R27 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT287 | LCOFFUNSE04R28 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT288 | LCOFFUNSE04R29 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT289 | LCOFFUNSE04R30 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.4: Undrawn EUR 10 million 5 year committed facility to issue shipping guarantees. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT290 | LCOFFUNSE05R01 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT291 | LCOFFUNSE05R02 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT292 | LCOFFUNSE05R03 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT293 | LCOFFUNSE05R04 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT294 | LCOFFUNSE05R05 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5:

Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT295 | LCOFFUNSE05R06 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT296 | LCOFFUNSE05R07 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT297 | LCOFFUNSE05R08 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT298 | LCOFFUNSE05R09 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT299 | LCOFFUNSE05R10 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT300 | LCOFFUNSE05R11 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT301 | LCOFFUNSE05R12 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT302 | LCOFFUNSE05R13 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT303 | LCOFFUNSE05R14 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT304 | LCOFFUNSE05R15 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT305 | LCOFFUNSE05R16 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT306 | LCOFFUNSE05R17 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT307 | LCOFFUNSE05R18 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT308 | LCOFFUNSE05R19 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT309 | LCOFFUNSE05R20 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT310 | LCOFFUNSE05R21 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT311 | LCOFFUNSE05R22 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT312 | LCOFFUNSE05R23 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT313 | LCOFFUNSE05R24 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT314 | LCOFFUNSE05R25 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT315 | LCOFFUNSE05R26 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT316 | LCOFFUNSE05R27 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT317 | LCOFFUNSE05R28 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT318 | LCOFFUNSE05R29 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT319 | LCOFFUNSE05R30 | Undrawn committed other credit facility (Medium-low risk) | Facility 2.5: Undrawn EUR 10 million 1 year committed facility to issue documentary credits with initial maturity of 3 months, on average. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT320 | LCOFFUNSE06R01 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT321 | LCOFFUNSE06R02 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT322 | LCOFFUNSE06R03 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT323 | LCOFFUNSE06R04 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT324 | LCOFFUNSE06R05 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT325 | LCOFFUNSE06R06 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT326 | LCOFFUNSE06R07 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT327 | LCOFFUNSE06R08 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT328 | LCOFFUNSE06R09 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT329 | LCOFFUNSE06R10 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT330 | LCOFFUNSE06R11 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT331 | LCOFFUNSE06R12 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT332 | LCOFFUNSE06R13 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT333 | LCOFFUNSE06R14 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT334 | LCOFFUNSE06R15 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT335 | LCOFFUNSE06R16 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT336 | LCOFFUNSE06R17 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT337 | LCOFFUNSE06R18 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT338 | LCOFFUNSE06R19 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT339 | LCOFFUNSE06R20 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT340 | LCOFFUNSE06R21 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT341 | LCOFFUNSE06R22 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT342 | LCOFFUNSE06R23 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT343 | LCOFFUNSE06R24 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT344 | LCOFFUNSE06R25 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT345 | LCOFFUNSE06R26 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT346 | LCOFFUNSE06R27 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT347 | LCOFFUNSE06R28 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT348 | LCOFFUNSE06R29 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT349 | LCOFFUNSE06R30 | Undrawn uncommitted credit lines (Low risk) | Facility 2.6: Undrawn uncommitted EUR 20 million 1 year facility to extend loans of up to 6 months. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT350 | LCOFFUNSE07R01 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT351 | LCOFFUNSE07R02 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT352 | LCOFFUNSE07R03 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT353 | LCOFFUNSE07R04 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT354 | LCOFFUNSE07R05 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT355 | LCOFFUNSE07R06 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT356 | LCOFFUNSE07R07 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT357 | LCOFFUNSE07R08 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT358 | LCOFFUNSE07R09 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT359 | LCOFFUNSE07R10 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT360 | LCOFFUNSE07R11 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT361 | LCOFFUNSE07R12 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT362 | LCOFFUNSE07R13 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT363 | LCOFFUNSE07R14 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT364 | LCOFFUNSE07R15 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT365 | LCOFFUNSE07R16 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT366 | LCOFFUNSE07R17 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT367 | LCOFFUNSE07R18 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT368 | LCOFFUNSE07R19 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT369 | LCOFFUNSE07R20 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT370 | LCOFFUNSE07R21 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT371 | LCOFFUNSE07R22 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT372 | LCOFFUNSE07R23 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT373 | LCOFFUNSE07R24 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT374 | LCOFFUNSE07R25 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT375 | LCOFFUNSE07R26 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT376 | LCOFFUNSE07R27 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT377 | LCOFFUNSE07R28 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT378 | LCOFFUNSE07R29 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT379 | LCOFFUNSE07R30 | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk) | Facility 2.7: Undrawn uncommitted EUR 10 million 1 year facility to extend guarantees or letters of credit. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT380 | LCOFFUNSE081R01 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT381 | LCOFFUNSE081R02 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT382 | LCOFFUNSE081R03 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT383 | LCOFFUNSE081R04 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT384 | LCOFFUNSE081R05 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT385 | LCOFFUNSE081R06 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT386 | LCOFFUNSE081R07 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT387 | LCOFFUNSE081R08 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT388 | LCOFFUNSE081R09 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT389 | LCOFFUNSE081R10 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT390 | LCOFFUNSE081R11 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT391 | LCOFFUNSE081R12 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge).

| Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT392 | LCOFFUNSE081R13 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT393 | LCOFFUNSE081R14 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT394 | LCOFFUNSE081R15 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT395 | LCOFFUNSE081R16 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT396 | LCOFFUNSE081R17 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT397 | LCOFFUNSE081R18 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT398 | LCOFFUNSE081R19 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT399 | LCOFFUNSE081R20 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT400 | LCOFFUNSE081R21 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT401 | LCOFFUNSE081R22 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT402 | LCOFFUNSE081R23 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT403 | LCOFFUNSE081R24 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT404 | LCOFFUNSE081R25 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT405 | LCOFFUNSE081R26 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT406 | LCOFFUNSE081R27 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT407 | LCOFFUNSE081R28 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT408 | LCOFFUNSE081R29 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT409 | LCOFFUNSE081R30 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.1: EUR 1 million issued documentary credit covering import of goods with 3 month maturity. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT410 | LCOFFUNSE082R1 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT411 | LCOFFUNSE082R2 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT412 | LCOFFUNSE082R3 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT413 | LCOFFUNSE082R4 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT414 | LCOFFUNSE082R5 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT415 | LCOFFUNSE082R6 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT416 | LCOFFUNSE082R7 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT417 | LCOFFUNSE082R8 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT418 | LCOFFUNSE082R9 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT419 | LCOFFUNSE082R10 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT420 | LCOFFUNSE082R11 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT421 | LCOFFUNSE082R12 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT422 | LCOFFUNSE082R13 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT423 | LCOFFUNSE082R14 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT424 | LCOFFUNSE082R15 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT425 | LCOFFUNSE082R16 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT426 | LCOFFUNSE082R17 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT427 | LCOFFUNSE082R18 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT428 | LCOFFUNSE082R19 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT429 | LCOFFUNSE082R20 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT430 | LCOFFUNSE082R21 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT431 | LCOFFUNSE082R22 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT432 | LCOFFUNSE082R23 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT433 | LCOFFUNSE082R24 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT434 | LCOFFUNSE082R25 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT435 | LCOFFUNSE082R26 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT436 | LCOFFUNSE082R27 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT437 | LCOFFUNSE082R28 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT438 | LCOFFUNSE082R29 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT439 | LCOFFUNSE082R30 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.2: EUR 1 million issued documentary credit covering import of goods with 3 month maturity, to be paid by advancing a 6 months loan. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT440 | LCOFFUNSE083R1 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT441 | LCOFFUNSE083R2 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT442 | LCOFFUNSE083R3 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT443 | LCOFFUNSE083R4 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT444 | LCOFFUNSE083R5 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT445 | LCOFFUNSE083R6 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT446 | LCOFFUNSE083R7 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT447 | LCOFFUNSE083R8 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT448 | LCOFFUNSE083R9 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT449 | LCOFFUNSE083R10 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT450 | LCOFFUNSE083R11 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT451 | LCOFFUNSE083R12 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT452 | LCOFFUNSE083R13 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT453 | LCOFFUNSE083R14 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT454 | LCOFFUNSE083R15 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT455 | LCOFFUNSE083R16 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT456 | LCOFFUNSE083R17 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT457 | LCOFFUNSE083R18 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT458 | LCOFFUNSE083R19 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT459 | LCOFFUNSE083R20 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT460 | LCOFFUNSE083R21 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT461 | LCOFFUNSE083R22 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT462 | LCOFFUNSE083R23 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT463 | LCOFFUNSE083R24 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT464 | LCOFFUNSE083R25 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT465 | LCOFFUNSE083R26 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT466 | LCOFFUNSE083R27 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT467 | LCOFFUNSE083R28 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT468 | LCOFFUNSE083R29 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT469 | LCOFFUNSE083R30 | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk) | Facility 2.8.3: 3 times EUR 1 million issued documentary credits covering import of goods with 3 month maturity, under a EUR 10mn uncommitted facility expiring in 12 months time. Although individual credits are self-liquidating, some level of credits expected to be outstanding on an ongoing basis. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT470 | LCOFFUNSE09R1 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT471 | LCOFFUNSE09R2 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge).

| Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT472 | LCOFFUNSE09R3 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT473 | LCOFFUNSE09R4 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT474 | LCOFFUNSE09R5 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT475 | LCOFFUNSE09R6 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT476 | LCOFFUNSE09R7 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT477 | LCOFFUNSE09R8 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT478 | LCOFFUNSE09R9 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT479 | LCOFFUNSE09R10 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT480 | LCOFFUNSE09R11 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT481 | LCOFFUNSE09R12 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT482 | LCOFFUNSE09R13 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT483 | LCOFFUNSE09R14 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT484 | LCOFFUNSE09R15 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT485 | LCOFFUNSE09R16 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT486 | LCOFFUNSE09R17 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT487 | LCOFFUNSE09R18 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT488 | LCOFFUNSE09R19 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT489 | LCOFFUNSE09R20 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT490 | LCOFFUNSE09R21 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT491 | LCOFFUNSE09R22 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT492 | LCOFFUNSE09R23 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT493 | LCOFFUNSE09R24 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT494 | LCOFFUNSE09R25 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT495 | LCOFFUNSE09R26 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT496 | LCOFFUNSE09R27 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT497 | LCOFFUNSE09R28 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT498 | LCOFFUNSE09R29 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT499 | LCOFFUNSE09R30 | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk) | Facility 2.9: EUR 10 million issued shipping guarantee. Senior without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT500 | LCOFFUNSE10R01 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 1 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT501 | LCOFFUNSE10R02 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 2 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT502 | LCOFFUNSE10R03 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 3 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT503 | LCOFFUNSE10R04 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 4 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT504 | LCOFFUNSE10R05 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 5 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT505 | LCOFFUNSE10R06 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 6 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT506 | LCOFFUNSE10R07 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 7 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT507 | LCOFFUNSE10R08 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 8 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT508 | LCOFFUNSE10R09 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 9 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT509 | LCOFFUNSE10R10 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 10 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT510 | LCOFFUNSE10R11 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 11 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT511 | LCOFFUNSE10R12 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 12 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT512 | LCOFFUNSE10R13 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 13 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT513 | LCOFFUNSE10R14 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 14 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT514 | LCOFFUNSE10R15 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 15 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT515 | LCOFFUNSE10R16 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 16 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT516 | LCOFFUNSE10R17 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 17 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT517 | LCOFFUNSE10R18 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 18 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT518 | LCOFFUNSE10R19 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 19 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT519 | LCOFFUNSE10R20 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 20 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT520 | LCOFFUNSE10R21 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 21 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT521 | LCOFFUNSE10R22 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 22 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT522 | LCOFFUNSE10R23 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 23 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT523 | LCOFFUNSE10R24 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 24 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT524 | LCOFFUNSE10R25 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 25 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT525 | LCOFFUNSE10R26 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 26 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT526 | LCOFFUNSE10R27 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 27 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT527 | LCOFFUNSE10R28 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 28 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT528 | LCOFFUNSE10R29 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 29 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. HT529 | LCOFFUNSE10R30 | Full risk (100 %) | Facility 2.10: Financial guarantee supporting undrawn EUR 25 million portion of committed facility for EUR 50 million floating rate 5 year term loan with 10 equal 6 monthly repayments starting in 6 months time. Senior exposure without any privilege (e.g. negative pledge). | Not applicable | Large corporate | LC00053 | Corporates — Other | Not applicable | Off balance sheet | Rating 30 | Exposures without credit protection | Not applicable | Not applicable | Not applicable | >EUR 200 mln. * * * ANNEX II SUPERVISORY BENCHMARKING PORTFOLIOS Table of Contents DEFINITION OF THE SUPERVISORY BENCHMARKING PORTFOLIOS | 1347 ---|--- C 101 — DEFINITION OF LOW DEFAULT PORTFOLIO COUNTERPARTIES | 1347 ---|--- C 102 — DEFINITION OF LOW DEFAULT PORTFOLIOS | 1350 ---|--- C 103 — DEFINITION OF HIGH DEFAULT PORTFOLIOS | 1354 ---|--- C 104 — DEFINITION OF HYPOTHETICAL TRANSACTIONS IN LOW DEFAULT PORTFOLIOS | 1361 ---|--- DEFINITION OF THE SUPERVISORY BENCHMARKING PORTFOLIOS C 101 — Definition of Low Default Portfolio counterparties Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Counterparty code | | The code assigned by the EBA to each legal entity included in the LDP sample. 020 | Legal entity identifier (‘LEI’) | | 20-digit, alpha-numeric code that connects to key reference information that enables clear and unique identification of companies participating in global financial markets. 030 | Credit register code | | The code used by the National Credit register of the place of residence of the counterparty. The code is used as an identifier for the counterparty. 040 | Commercial register code | | The code assigned to a counterparty by the public commercial register of the country where that counterparty is registered. 050 | ISIN code | | The ‘International Securities Identification Number’ used to identify uniquely securities issued by a counterparty. 060 | Bloomberg ticker | | The string of characters or numbers used to identify a company or entity uniquely in Bloomberg. 070 | Name | | The name of the legal entity included in the LDP samples. 080 | Geographical area | | The ISO Code of the country of residence or the macro region of residence of the counterparty. The macro-regions are: | (a) | EU for European Union countries; ---|--- (b) | Non-EU for third countries; ---|--- (c) | Not applicable (1). ---|--- 090 | Portfolio name | | Each group (sample) of LDP counterparties is assigned one of the following unique names: | (a) | Sovereign sample; ---|--- (b) | Institutions sample; ---|--- (c) | Large corporate sample. ---|--- 100 | Sector of counterparty | | Each counterparty is assigned to one of the following FINREP-based economic sector classes: | (a) | General Governments; ---|--- (b) | Credit institutions; ---|--- (c) | Other financial corporations; ---|--- (d) | Non-financial corporations; ---|--- (e) | Not applicable. ---|--- 110 | Type of exposures | Rows 020 and 030 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The type of exposures is one of the following: | (a) | On-balance sheet items subject to credit risk; ---|--- (b) | Off-balance sheet items subject to credit risk; ---|--- (c) | Not applicable. ---|--- 120 | Type of facility | | The type of facility is one of the following: | (a) | Full risk (100 %); ---|--- (b) | Note issuance facility and revolving underwriting facility (Medium risk); ---|--- (c) | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk): This refers to warranties and indemnities (including tender, performance, customs and tax bonds), guarantees, irrevocable standby letters of credit not having the character of credit substitutes and other medium risk off-balance sheet items; ---|--- (d) | Undrawn committed revolving credit facility (Medium- low risk): This refers to revolving lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to deterioration in a borrower's creditworthiness; ---|--- (e) | Undrawn committed term credit facility (Medium-low risk): This refers to term lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to deterioration in a borrower's creditworthiness; ---|--- (f) | Undrawn committed other credit facility (Medium-low risk): This refers to lending commitments, other than revolving and term, that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to the deterioration in a borrower's creditworthiness; ---|--- (g) | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk); ---|--- (h) | Undrawn uncommitted credit lines (Low risk): This refers to uncommitted lending facilities (advised and unadvised) that are undrawn and that may be cancelled unconditionally at any time without notice or that do provide for automatic cancellation due to deterioration in borrower's creditworthiness; ---|--- (i) | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk): Commitments that are able to be unconditionally cancelled or that effectively provide for automatic cancellation at any time by the institution without prior notice; ---|--- (j) | Drawn credit facility; ---|--- (k) | Not applicable. ---|--- C 102 — Definition of Low Default Portfolios Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | | The unique ID assigned to the portfolio by the EBA. 020 | Portfolio name | | Each portfolio is assigned one of the following unique names: | (a) | Sovereign; ---|--- (b) | Institutions; ---|--- (c) | Large corporate; ---|--- (d) | Large corporate sample. ---|--- 030 | Geographical area | | The ISO Code of the country of residence or the macro region of residence of the counterparty. The macro regions are: | (a) | EU for European Union countries; ---|--- (b) | Non-EU for third countries; ---|--- (c) | Not applicable. ---|--- 040 | Exposure class | Paragraph 78 of Annex II of Commission Implementing Regulation (EU) No 680/2014 | Each portfolio is assigned to one of the following exposure classes: | (a) | Central banks and central governments; ---|--- (b) | Institutions; ---|--- (c) | Corporate — Other; ---|--- (d) | Not applicable. ---|--- 050 | Default status | | The default status is one of the following: | (a) | Defaulted: exposures assigned to the rating grade(s) with a PD of 100 %; ---|--- (b) | Non-defaulted: exposures assigned to rating grades with a PD lower than 100 %. ---|--- 060 | Rating | | The rank of the internal rating applied by the institution from lowest risk to highest risk excluding defaults with PD corresponding to 100 %. It takes values from Rating 1, Rating 2 etc. Where the rating is not used to define a portfolio in Annex I, ‘Not applicable’ is used instead. 070 | Type of facility | | The type of facility is one of the following: | (a) | Full risk (100 %); ---|--- (b) | Note issuance facility and revolving underwriting facility (Medium risk); ---|--- (c) | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk): This refers to warranties and indemnities (including tender, performance, customs and tax bonds), guarantees, irrevocable standby letters of credit not having the character of credit substitutes and other medium risk off-balance sheet items; ---|--- (d) | Undrawn committed revolving credit facility (Medium- low risk): This refers to revolving lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to deterioration in a borrower's creditworthiness; ---|--- (e) | Undrawn committed term credit facility (Medium-low risk): This refers to term lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to deterioration in a borrower's creditworthiness; ---|--- (f) | Undrawn committed other credit facility (Medium-low risk): This refers to lending commitments, other than revolving and term, that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to the deterioration in a borrower's creditworthiness; ---|--- (g) | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk); ---|--- (h) | Undrawn uncommitted credit lines (Low risk): This refers to uncommitted lending facilities (advised and unadvised) that are undrawn and that may be cancelled unconditionally at any time without notice or that do provide for automatic cancellation due to deterioration in borrower's creditworthiness; ---|--- (i) | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk): Commitments that are able to be unconditionally cancelled or that effectively provide for automatic cancellation at any time by the institution without prior notice; ---|--- (j) | Drawn credit facility; ---|--- (k) | Not applicable. ---|--- 080 | Collateralisation status | Columns 150 to 210 of template 8.1 of Commission Implementing Regulation (EU) No 680/2014 | The collateralisation status is one of the following: | (a) | Exposures with credit protection; ---|--- (a.1) | Exposures with funded credit protection; ---|--- (a.2) | Exposures with unfunded credit protection; ---|--- (b) | Exposures without credit protection; ---|--- (c) | Not applicable. ---|--- 090 | NACE code | | This column corresponds to the NACE codes (Statistical Classification of Economic Activities of the EU) used for ‘Non-financial corporations’ with a one level detail (e.g. ‘F — Construction’) and for ‘Other financial corporations’ with a two level detail (e.g. ‘K65 — Insurance, reinsurance and pension funding, except compulsory social security’). 100 | Sector of counterparty | | Each counterparty is assigned to one of the following FINREP-based economic sector classes: | (a) | General Governments; ---|--- (b) | Credit institutions; ---|--- (c) | Other financial corporations; ---|--- (d) | Non-financial corporations; ---|--- (e) | Not applicable. ---|--- 110 | Size of counterparty | | The total annual sales for the consolidated group of which the counterparty is a part. Each counterparty is assigned to one of the following categories: | (a) | > EUR 200 million; ---|--- (b) | Not applicable. ---|--- The total annual sales are calculated in accordance with Article 4 of the Annex to Commission Recommendation 2003/361/EC (2). 120 | Collateral type | Columns 150 to 210 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The collateral type is one of the following: | (a) | Eligible financial collateral; ---|--- (b) | Other eligible collateral: Receivables; ---|--- (c) | Other eligible collateral: Residential real estate; ---|--- (d) | Other eligible collateral: Commercial real estate; ---|--- (e) | Other eligible collateral: Physical collateral; ---|--- (f) | Other funded credit protection; ---|--- (g) | Credit derivatives; ---|--- (h) | Guarantees; ---|--- (i) | Unfunded credit protection; ---|--- (j) | Not applicable. ---|--- 130 | Type of exposure | Rows 020 and 030 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The type of exposure is one of the following: | (a) | On-balance sheet items subject to credit risk; ---|--- (b) | Off-balance sheet items subject to credit risk; ---|--- (c) | Not applicable. ---|--- 140 | Size of exposure | Column 110 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The size of the exposure expressed in terms of exposure value (i.e. EAD). Each exposure is assigned to one of the following categories: | (a) | <= EUR 0,5 million; ---|--- (b) | > EUR 0,5 million <= EUR 1 million; ---|--- (c) | > EUR 1 million <= EUR 1,5 million; ---|--- (d) | > EUR 1,5 million <= EUR 5 million; ---|--- (e) | > EUR 5 million <= EUR 10 million; ---|--- (f) | > EUR 10 million <= EUR 50 million; ---|--- (g) | > EUR 50 million; ---|--- (h) | Not applicable. ---|--- C 103 — Definition of High Default Portfolios Column | | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | | The unique ID assigned by the EBA to each portfolio. 020 | Portfolio name | | Each portfolio is assigned one of the following names by the EBA: | 1.1. | CORP Defaulted ---|--- 1.2. | CORP Non-Defaulted ---|--- 1.2.1. | CORP Non-defaulted Secured ---|--- 1.2.1.1. | CORP Non-defaulted Secured Construction ---|--- 1.2.1.2. | CORP Non-defaulted Secured Other ---|--- 1.2.2. | CORP Non-defaulted Unsecured ---|--- 1.2.2.1. | CORP Non-defaulted Unsecured Construction ---|--- 1.2.2.2. | CORP Non-defaulted Unsecured Other ---|--- 2.1. | SMEC Defaulted ---|--- 2.2. | SMEC Non-Defaulted ---|--- 2.2.1. | SMEC Non-defaulted Secured ---|--- 2.2.1.1. | SMEC Non-defaulted Secured Construction ---|--- 2.2.1.2. | SMEC Non-defaulted Secured Other ---|--- 2.2.2. | SMEC Non-defaulted Unsecured ---|--- 2.2.2.1. | SMEC Non-defaulted Unsecured Construction ---|--- 2.2.2.2. | SMEC Non-defaulted Unsecured Other ---|--- 3.1. | SMER Defaulted ---|--- 3.2. | SMER Non-Defaulted ---|--- 3.2.1. | SMER Non-defaulted Secured ---|--- 3.2.1.1. | SMER Non-defaulted Secured Construction ---|--- 3.2.1.2. | SMER Non-defaulted Secured Other ---|--- 3.2.2. | SMER Non-defaulted Unsecured ---|--- 3.2.2.1. | SMER Non-defaulted Unsecured Construction ---|--- 3.2.2.2. | SMER Non-defaulted Unsecured Other ---|--- 4.1. | Mortgages Defaulted ---|--- 4.2. | Mortgages Non-defaulted ---|--- 4.2.1.1. | Mortgages Non-defaulted funded CRM ---|--- 4.2.1.2. | Mortgages Non-defaulted Unfunded CRM ---|--- 4.2.2.1. | Mortgages Non-defaulted ILTV <= 25 % ---|--- 4.2.2.2. | Mortgages Non-defaulted ILTV > 100 %, <= 125 % ---|--- 4.2.2.3. | Mortgages Non-defaulted ILTV > 125 % ---|--- 4.2.2.4. | Mortgages Non-defaulted ILTV > 25 %, <= 50 % ---|--- 4.2.2.5. | Mortgages Non-defaulted ILTV > 50 %, <= 75 % ---|--- 4.2.2.6. | Mortgages Non-defaulted ILTV > 75 %, <= 100 % ---|--- 030 | Geographical area | | The ISO Code of the country of residence or the macro region of residence of the counterparty. For the ‘Retail — secured by real estate SME’ and ‘Retail — secured by real estate non SME’ portfolios, it is the location of the collateral. The macro regions are: | (a) | EU for European Union countries; ---|--- (b) | Non-EU for third countries; ---|--- (c) | Not applicable. ---|--- 040 | Exposure class | Paragraph 78 of Annex II of Commission Implementing Regulation (EU) No 680/2014 | Each portfolio is assigned to one or several of the following exposure classes: | (a) | Corporate — SME; ---|--- (b) | Corporate — Specialised lending; ---|--- (c) | Corporate — Other; ---|--- (d) | Retail — Secured by real estate SME; ---|--- (e) | Retail — Secured by real estate non-SME; ---|--- (f) | Retail — Qualifying revolving; ---|--- (g) | Retail — Other SME; ---|--- (h) | Retail — Other non — SME; ---|--- (i) | Not applicable. ---|--- 050 | Type of risk | | The type of risk is one of the following: | (a) | Counterparty credit risk; ---|--- (b) | Credit risk and free deliveries; ---|--- (c) | Credit risk, Counterparty credit risk and free deliveries. ---|--- 060 | Default status | | The default status is one of the following: | (a) | Defaulted: Those are the exposures assigned to the last rating grade/s with a PD of 100 %; ---|--- (b) | Non-defaulted: Those are the exposures assigned to rating grades with a PD lower than 100 %. ---|--- 070 | Rating | | The rank of the internal rating grade applied by the institution from lowest risk to highest risk excluding defaults with PD corresponding to 100 %. It takes values from Rating 1 to Rating 30 or Not applicable. Where the rating is not used to define a portfolio in Annex I, ‘Not applicable’ is used instead. 080 | Type of facility | | The type of facility is one of the following: | (a) | Full risk (100 %); ---|--- (b) | Note issuance facility and revolving underwriting facility (Medium risk); ---|--- (c) | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk): This refers to warranties and indemnities (including tender, performance, customs and tax bonds), guarantees, irrevocable standby letters of credit not having the character of credit substitutes and other medium risk off-balance sheet items; ---|--- (d) | Undrawn committed revolving credit facility (Medium- low risk): This refers to revolving lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to deterioration in a borrower's creditworthiness; ---|--- (e) | Undrawn committed term credit facility (Medium-low risk):

This refers to term lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to deterioration in a borrower's creditworthiness; ---|--- (f) | Undrawn committed other credit facility (Medium-low risk): This refers to lending commitments, other than revolving and term, that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to the deterioration in a borrower's creditworthiness; ---|--- (g) | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk); ---|--- (h) | Undrawn uncommitted credit lines (Low risk): This refers to uncommitted lending facilities (advised and unadvised) that are undrawn and that may be cancelled unconditionally at any time without notice or that do provide for automatic cancellation due to deterioration in borrower's creditworthiness; ---|--- (i) | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk): Commitments that are able to be unconditionally cancelled or that effectively provide for automatic cancellation at any time by the institution without prior notice; ---|--- (j) | Drawn credit facility; ---|--- (k) | Not applicable. ---|--- 090 | Collateralisation status | Column 150 to 210 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The collateralisation status is one of the following: | (a) | Exposures with credit protection; ---|--- (a.1) | Exposures with funded credit protection; ---|--- (a.2) | Exposures with unfunded credit protection; ---|--- (b) | Exposures without credit protection; ---|--- (c) | Not applicable. ---|--- 100 | NACE code | | This column correspond to the NACE codes (Statistical Classification of Economic Activities of the EU) used for ‘Non-financial corporations’ with a one level detail (e.g. ‘F — Construction’) and for ‘Other financial corporations’ with a two level detail (e.g. ‘K65 — Insurance, reinsurance and pension funding, except compulsory social security’). 110 | Sector of counterparty | | Each counterparty is assigned to one of the following FINREP-based economic sector classes: | (a) | Other financial corporations; ---|--- (b) | Non-financial corporations; ---|--- (c) | Households; ---|--- (d) | Not applicable. ---|--- 120 | Size of counterparty | | The total annual sales for the consolidated group of which the counterparty is a part. Each counterparty is assigned to one of the following categories: | (a) | <= EUR 50 million; ---|--- (b) | > EUR 50 million and <= EUR 200 million; ---|--- (c) | Not applicable. ---|--- The total annual sales are calculated in accordance with Article 4 of the Annex to Commission Recommendation 2003/361/EC. 130 | Collateral type | | The collateral type is one of the following: | (a) | Non Real estate funded collateral; ---|--- (b) | Other eligible collateral: Real estate; ---|--- (c) | Real estate collateral and other unfunded CRM; ---|--- (d) | Real estate collateral, other funded CRM and guarantees; ---|--- (e) | Not applicable. ---|--- 140 | Type of exposure | Rows 020 and 030 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | Each exposure is assigned to one of the following types: | (a) | On-balance sheet items subject to credit risk; ---|--- (b) | Off-balance sheet items subject to credit risk; ---|--- (c) | Not applicable. ---|--- 150 | Size of exposure | Column 110 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The size of the exposure expressed in terms of exposure value (i.e. EAD). Each exposure is assigned to one of the following categories: | (a) | <= EUR 0,5 million; ---|--- (b) | > EUR 0,5 million <= EUR 1 million; ---|--- (c) | > EUR 1 million <= EUR 1,5 million; ---|--- (d) | > EUR 1,5 million <= EUR 5 million; ---|--- (e) | > EUR 5 million <= EUR 10 million; ---|--- (f) | > EUR 10 million <= EUR 50 million; ---|--- (g) | > EUR 50 million; ---|--- (h) | Not applicable. ---|--- 160 | Indexed loan-to-value range | | The indexed loan-to-value (‘ILTV’) range is the ratio between the current loan amount and the current value of the property. The indexed loan-to-value range shall be calculated in a prudent manner and at least comply with the following features: | (a) | Total amount of the loan: the outstanding amount of the mortgage loan plus any undrawn committed amount of the mortgage loan (after applying the corresponding credit conversion factor). The loan amount shall be calculated gross of any specific credit risk adjustments and shall include all other loans (including those provided by other financial institutions that are known to the institution) secured with liens of equal or higher ranking on the same residential property with respect to the lien securing the loan. If there is insufficient information for ascertaining the ranking of the other liens, the institution shall assume that these liens rank pari passu with the lien securing the loan. ---|--- (b) | Value of the property: the value of the property is the independent valuation of the property at some point in time (most likely at origination) and converted to a current value using a property price index. The valuation should be performed in an independent way and by appraisers that meet specific qualification requirements. Qualifying requirements and minimum appraisal standards shall comply with the following conditions: | — | there is an individual assessment of the property and the property is valued in a prudently conservative manner (e.g. excluding expectations of future price appreciations and taking into account any potential for the current property price to be above a level that is sustainable over the life of the loan, for example due to a property price bubble); ---|--- — | if a market value can be determined, the valuation is not higher than market value; ---|--- — | the valuation is supported by adequate appraisal documentation. ---|--- Institutions are requested to document their calculations and provide the documents to their competent authority upon request. The ILTV categories are the following: (a) | <= 25 %; ---|--- (b) | > 25 % <= 50 %; ---|--- (c) | > 50 % <= 75 %; ---|--- (d) | > 75 % <= 100 %; ---|--- (e) | > 100 % <= 125 %; ---|--- (f) | > 125 %; ---|--- (g) | Not applicable. ---|--- C 104 — Definition of hypothetical transactions in Low Default Portfolios Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Transaction ID | | The unique ID assigned by the EBA to each transaction. 020 | Transaction name | | The name assigned by the EBA to each transaction. 030 | Type of facility | | The type of facility is one of the following: | (a) | Full risk (100 %); ---|--- (b) | Note issuance facility and revolving underwriting facility (Medium risk); ---|--- (c) | Issued warranties and indemnities, guarantees, irrevocable stand-by letters of credit, documentary credit and other medium risk off-balance sheet items (Medium risk): This refers to warranties and indemnities (including tender, performance, customs and tax bonds), guarantees, irrevocable standby letters of credit not having the character of credit substitutes and other medium risk off-balance sheet items; ---|--- (d) | Undrawn committed revolving credit facility (Medium- low risk): This refers to revolving lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to deterioration in a borrower's creditworthiness; ---|--- (e) | Undrawn committed term credit facility (Medium-low risk): This refers to term lending commitments that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to deterioration in a borrower's creditworthiness; ---|--- (f) | Undrawn committed other credit facility (Medium-low risk): This refers to lending commitments, other than revolving and term, that are undrawn and that may not be cancelled unconditionally at any time without notice or that do not provide for automatic cancellation due to the deterioration in a borrower's creditworthiness; ---|--- (g) | Issued short-term letters of credit and other medium-low risk off-balance sheet items (Medium-low risk); ---|--- (h) | Undrawn uncommitted credit lines (Low risk): This refers to uncommitted lending facilities (advised and unadvised) that are undrawn and that may be cancelled unconditionally at any time without notice or that do provide for automatic cancellation due to deterioration in borrower's creditworthiness; ---|--- (i) | Undrawn purchase commitments for revolving purchased receivables and other low-risk off-balance sheet items (Low risk): Commitments that are able to be unconditionally cancelled or that effectively provide for automatic cancellation at any time by the institution without prior notice; ---|--- (j) | Drawn credit facility; ---|--- (k) | Not applicable. ---|--- 040 | Facility | | The synthetic description of the hypothetical transaction. 050 | Geographical area | | The ISO Code of the country of residence or the macro region of residence of the counterparty. The macro regions are: | (a) | EU for European Union countries; ---|--- (b) | Non-EU for third countries; ---|--- (c) | Not applicable. ---|--- 060 | Portfolio name | | Each portfolio is assigned one of the following unique names: | 1. | Sovereign; ---|--- 2. | Institutions; ---|--- 3. | Large corporate; ---|--- 4. | Large corporate sample. ---|--- 070 | Portfolio ID | | The unique ID assigned by the EBA to each portfolio. 080 | Exposure class | Paragraph 78 of Annex II of Commission Implementing Regulation (EU) No 680/2014 | Each portfolio is assigned to one of the following exposure classes: | (a) | Central banks and central governments; ---|--- (b) | Institutions; ---|--- (c) | Corporate — Other; ---|--- (d) | Not applicable. ---|--- 090 | NACE code | | This column corresponds to the NACE codes (Statistical Classification of Economic Activities of the EU) used for ‘Non-financial corporations’ with a one level detail (e.g. ‘F — Construction’) and for ‘Other financial corporations’ with a two level detail (e.g. ‘K65 — Insurance, reinsurance and pension funding, except compulsory social security’). 100 | Type of exposure | Rows 020 and 030 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | Each exposure is assigned to one of the following types: | (a) | On-balance sheet items subject to credit risk; ---|--- (b) | Off-balance sheet items subject to credit risk; ---|--- (c) | Not applicable. ---|--- 110 | Rating | | The rank of the internal rating grade applied by the institution from lowest risk to highest risk excluding defaults with PD corresponding to 100 %. It takes values from Rating 1 to Rating 30. Where the rating is not used to define a portfolio in Annex I, ‘Not applicable’ is used instead. 120 | Collateralisation status | Columns 150 to 210 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The collateralisation status is one of the following: | (a) | Exposures with credit protection; ---|--- (a.1) | Exposures with funded credit protection; ---|--- (a.2) | Exposures with unfunded credit protection; ---|--- (b) | Exposures without credit protection; ---|--- (c) | Not applicable. ---|--- 130 | Collateral type | Columns 150 to 210 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The collateral type is one of the following: | (a) | Eligible financial collateral; ---|--- (b) | Other eligible collateral: Receivables; ---|--- (c) | Other eligible collateral: Real estate; ---|--- (d) | Other eligible collateral: Physical collateral; ---|--- (e) | Other funded credit protection; ---|--- (f) | Credit derivatives; ---|--- (g) | Guarantees; ---|--- (h) | Not applicable. ---|--- 140 | Collateral | | The description of the collateral of the hypothetical transactions. 150 | Collateral value | Columns 150 to 210 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The market value of the collateral. 160 | Size of counterparty | | The total annual sales for the consolidated group of which the counterparty is a part. Each counterparty is assigned to one of the following categories: | (a) | > EUR 200 million; ---|--- (b) | Not applicable. ---|--- The total annual sales are calculated in accordance with Article 4 of the Annex to Commission Recommendation 2003/361/EC. * * * (1) ‘Not applicable’ is used when no specific breakdown is requested for the variable (e.g. for column 080, it means that all countries are considered). (2) Commission Recommendation of 6 May 2003 concerning the definition of micro, small and medium-sized enterprises (OJ L 124, 20.5.2003, p. 36). * * * ANNEX III RESULTS SUPERVISORY BENCHMARKING PORTFOLIOS Template number | Template code | Name of the template /group of templates ---|---|--- 101 | C 101.00 | Details on exposures in Low Default Portfolios by counterparty 102 | C 102.00 | Details on exposures in Low Default Portfolios 103 | C 103.00 | Details on exposures in High Default Portfolios 104 | C 104.00 | Details for hypothetical transactions in Low Default Portfolios 105,01 | C 105.01 | Definition of internal models 105,02 | C 105.02 | Mapping of internal models to portfolios 105,03 | C 105.03 | Mapping of internal models to countries C 101.00 — Details on exposures in Low Default Portfolios by counterparty Counterparty Code | Exposure class | Regulatory approach | Rating | Date of most recent rating of counterparty | PD | Default status | Original exposure pre conversion factors | Exposure after CRM substitution effects pre conversion factors | CCF | EAD | Collateral value | Hyp LGD senior unsecured without negative pledge | Hyp LGD senior unsecured with negative pledge | LGD | Maturity | RWA ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | | | | | | | | | | | | | | | | C 102.00 — Details on exposures in Low Default Portfolios Portfolio ID | Exposure class | Regulatory approach | Number of obligors | Rating | PD | Default status | Original exposure pre conversion factors | Exposure after CRM substitution effects pre conversion factors | CCF | EAD | Collateral value | LGD | Maturity | Expected Loss | Provisions non-performing exposures | RWA | RWA Standardised ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | | | | | | | | | | | | | | | | | C 103.00 — Details on exposures in High Default Portfolio Portfolio ID | Exposure class | Regulatory approach | Number of obligors | Rating | PD | Default status | Original exposure pre conversion factors | Exposure after CRM substitution effects pre conversion factors | CCF | EAD | Collateral value | LGD | Maturity | Expected Loss amount | Provisions non-performing exposures | RWA | RWA Standardised | Default rate latest year | Default rate past 5 years | Loss rate latest year | Loss rate past 5 years | RWA * | RWA ** ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | 170 | 180 | 190 | 200 | 210 | 220 | 230 | 240 | | | | | | | | | | | | | | | | | | | | | | | C 104.00 — Details for hypothetical transactions in Low Default Portfolios Transaction ID | Rating | PD | Original exposure pre conversion factors | CCF | Collateral value before haircut | Haircut | Collateral value after haircut | EAD | EAD unsecured | EAD secured | LGD | LGD unsecured | LGD secured | Maturity | RWA ---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | 130 | 140 | 150 | 160 | | | | | | | | | | | | | | | C 105.01 — Definition of internal models Internal model ID | Model name | IRBA Risk parameter | EAD | EAD weighted average default rate for calibration | Case weighted average default rate for calibration | Long-run PD | Cure rate for defaulted assets | Recovery rate of the foreclosed assets for not cured defaults | Recovery period of the foreclosed assets for not cured defaults | Joint decision | Consolidating supervisor ---|---|---|---|---|---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | 080 | 090 | 100 | 110 | 120 | | | | | | | | | | | C 105.02 — Mapping of internal models to portfolios Portfolio ID | Internal model ID ---|--- 010 | 020 | C 105.03 — Mapping of internal models to countries Internal model ID | Host supervisor ---|--- 010 | 020 | * * * ANNEX IV RESULTS SUPERVISORY BENCHMARKING PORTFOLIOS Table of Contents PART I: GENERAL INSTRUCTIONS | 1369 ---|--- PART II: TEMPLATE RELATED INSTRUCTIONS | 1370 ---|--- C 101 — DETAILS ON EXPOSURES IN LOW DEFAULT PORTFOLIOS BY COUNTERPARTY | 1370 ---|--- C 102 — DETAILS ON EXPOSURES IN LOW DEFAULT PORTFOLIOS | 1373 ---|--- C 103 — DETAILS ON EXPOSURES IN HIGH DEFAULT PORTFOLIO | 1377 ---|--- C 104 — DETAILS FOR HYPOTHETICAL TRANSACTIONS IN LOW DEFAULT PORTFOLIOS | 1385 ---|--- C 105.01 — DEFINITION OF INTERNAL MODELS | 1387 ---|--- C 105.02 — MAPPING OF INTERNAL MODELS TO PORTFOLIOS | 1388 ---|--- C 105.03 — MAPPING OF INTERNAL MODELS TO COUNTRIES | 1389 ---|--- PART I: GENERAL INSTRUCTIONS | 1. | Data shall be submitted only for those counterparties where an actual exposure or valid rating exists. ---|---|--- | 2. | Data shall be submitted only for those exposures and hypothetical transactions where an internal model has been approved. ---|---|--- | 3. | The following shall apply to Part II: | (a) | for the absolute values, the sum of the values shall be reported; ---|--- (b) | for the percentage values, the weighted average, using the exposure at default (‘EAD’) as weight, shall be reported; ---|--- (c) | as an exception to point (b), when calculating the conversion factor (‘CCF’), the weight used shall be the ‘original exposure’, i.e. the amount to which a CCF is applied in order to obtain the EAD, after taking into account credit risk mitigation (‘CRM’) techniques with substitution effects on the exposure (column 090 in templates 101, 102 and 103). ---|--- PART II: TEMPLATE RELATED INSTRUCTIONS C 101 — Details on exposures in Low Default Portfolios by counterparty Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Counterparty Code | Column 010 of template 101 of Annex I | The counterparty code assigned by the EBA to the counterparty included in the LDP samples portfolios shall be reported. This code is a row identifier and shall be unique for each row in the table. 020 | Exposure class | Paragraph 78 of Annex II of Commission Implementing Regulation (EU) No 680/2014 | Each portfolio shall be assigned to one of the following exposure classes: | (a) | Central banks and central governments; ---|--- (b) | Institutions; ---|--- (c) | Corporate — SME; ---|--- (d) | Corporate — Specialised lending; ---|--- (e) | Corporate — Other; ---|--- (f) | Retail — Secured by real estate SME; ---|--- (g) | Retail — Secured by real estate non-SME; ---|--- (h) | Retail — Qualifying revolving; ---|--- (i) | Retail — Other SME; ---|--- (j) | Retail — Other non — SME; ---|--- (k) | Not applicable (1). ---|--- 030 | Regulatory approach | | The approach used for calculating own funds requirements that shall be reported shall be one of the following: | (a) | Foundation IRB approach: if exposures under the Foundation IRB approach represent 50 % or more of the IRB exposures to the counterparty; ---|--- (b) | Advanced IRB approach: if exposures under the Advanced IRB approach represent 50 % or more of the IRB exposures to the counterparty; ---|--- (c) | Specialised lending slotting criteria: if exposures under the slotting criteria represent 50 % or more of the IRB exposures to the counterparty; ---|--- (d) | IRB approach: if none of the conditions in points (a) to (c) is met and the institution applies IRB approaches to the exposures to the counterparty; ---|--- (e) | Not applicable. ---|--- 040 | Rating | | The rank of the internal rating grade applied by the institution (from lowest risk to highest risk excluding defaults with PD corresponding to 100 %) shall be reported. It shall follow the numerical order 1, 2, 3 etc. 050 | Date of most recent rating of counterparty | | The date of the most recent rating of the counterparty shall be reported. 060 | PD | Column 010 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The PD assigned to the obligor grade or pool that shall be reported shall be based on the provisions laid down in Article 180 of Regulation (EU) No 575/2013. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. For figures corresponding to an aggregation of obligor grades or pools (e.g. total exposures) the exposure-weighted average of the PDs assigned to the obligor grades or pools included in the aggregation shall be provided. The exposure value (column 120) shall be used for the calculation of the exposure-weighted average PD. The PD shall be expressed as a value between 0 and 1. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. All reported risk parameters shall be derived from the risk parameters used in the internal rating system approved by the respective competent authority. It is neither intended nor desirable to have a supervisory master scale. If the reporting institution applies a unique rating system or is able to report according to an internal master scale, this scale shall be used. Otherwise, the different rating systems shall be merged and ordered according to the following criteria: | (a) | obligor grades of the different rating systems shall be pooled and ordered from the lower PD assigned to each obligor grade to the higher; ---|--- (b) | where the institution uses a large number of grades or pools, it may agree to report with the competent authorities to report a reduced number of grades or pools. ---|--- The institution shall contact its competent authority in advance if it wants to report a different number of grades in comparison with the internal number of grades. 070 | Default status | | The default status to be reported shall be one of the following: | (a) | Defaulted: exposures assigned to the rating grade(s) with a PD of 100 %; ---|--- (b) | Non-defaulted: exposures assigned to rating grades with a PD lower than 100 %. ---|--- 080 | Original exposure pre-conversion factors | Column 020 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The original exposure value before taking into account any value adjustments, specific credit risk adjustments, effects due to credit risk mitigation techniques or conversion factors shall be reported. 090 | Exposure after CRM substitution effects pre-conversion factors | Column 090 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The amount to which a CCF is applied in order to obtain the EAD shall be reported. This shall be done taking into account credit risk mitigation techniques with substitution effects on the exposure. 100 | CCF | Second subparagraph of Article 166(8) of Regulation (EU) No 575/2013 | For the exposures where own estimates of CCFs are applied, the weighted average CCFs shall be reported. The weights that shall be used shall be the amounts to which the CCFs are applied in order to obtain the EAD. 110 | EAD | Column 110 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The exposure value shall be left blank if the institution has no IRB exposure for a given counterparty. 120 | Collateral value | Columns 150 to 210 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The market value of the collateral shall be reported. 130 | Hyp LGD senior unsecured without negative pledge | Article 161 of Regulation (EU) No 575/2013 | The hypothetical own estimates of LGD that would be applied by the institution to the counterparty for senior unsecured exposures without a negative pledge clause shall be reported. A negative pledge clause is a clause stating that the borrower or debt issuer will not pledge any of its assets to another party. 140 | Hyp LGD senior unsecured with negative pledge | Article 161 of Regulation (EU) No 575/2013 | The hypothetical own estimated LGD that would be applied by the institution to the counterparty for senior unsecured exposures with a negative pledge clause shall be reported. A negative pledge clause is a clause stating that the borrower or debt issuer will not pledge any of its assets to another party. 150 | LGD | Column 230 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted own estimates of LGD or the exposure-weighted regulatory LGD applied by the institution to the exposures to each counterparty shall be reported. 160 | Maturity | Column 250 of template8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted maturity for the exposures to each counterparty shall be reported. It shall be expressed in number of days. 170 | RWA | Column 260 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The risk-weighted exposure amount after applying the SME supporting factor shall be reported. C 102 — Details on exposures in Low Default Portfolios | 4. | An institution shall complete the columns below in accordance with the following rules: | (a) | if the institution has no IRB exposure for the portfolio, the EAD shall be left blank; ---|--- (b) | the PD shall be filled in for the entire rating scale; ---|--- (c) | if the institution has no IRB exposure for a given rating/segment, the EAD shall be 0 and the other columns shall be blank (except the PD for the rating scale). ---|--- Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | Column 010 of template 102 of Annex I | The code assigned by the EBA to each portfolio shall be reported. This code is a row identifier and shall be unique for each row in the table. 020 | Exposure class | Paragraph 78 of Annex II of Commission Implementing Regulation (EU) No 680/2014 | Each portfolio shall be assigned to one of the following exposure classes: | (a) | Central banks and central governments; ---|--- (b) | Institutions; ---|--- (c) | Corporate — SME; ---|--- (d) | Corporate — Specialised lending; ---|--- (e) | Corporate — Other; ---|--- (f) | Retail — Secured by real estate SME; ---|--- (g) | Retail — Secured by real estate non-SME; ---|--- (h) | Retail — Qualifying revolving; ---|--- (i) | Retail — Other SME; ---|--- (j) | Retail — Other non — SME; ---|--- (k) | Not applicable. ---|--- 030 | Regulatory approach | | The approach used for calculating own funds requirements that shall be reported shall be one of the following: | (a) | Foundation IRB approach: if exposures under the Foundation IRB approach represent 50 % or more of the IRB exposures in the portfolio; ---|--- (b) | Advanced IRB approach: if exposures under the Advanced IRB approach represent 50 % or more of the IRB exposures in the portfolio; ---|--- (c) | Specialised lending slotting criteria: if exposures under the slotting criteria represent 50 % or more of the exposures in the portfolio that are under the IRB approach; ---|--- (d) | IRB approach: if none of the conditions in points (a) to (c) is met and the institution applies IRB approaches to the exposures in the portfolio; ---|--- (e) | Not applicable. ---|--- 040 | Number of obligors | Column 300 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The number of obligors shall be reported. 050 | Rating | | The rank of the internal rating grade applied by the institution (from lowest risk to highest risk excluding defaults with PD corresponding to 100 %) shall be reported. It shall follow the numerical order 1, 2, 3 etc. This information shall only be reported for portfolios defined in Annex I that consist of exposures to a single rating grade, otherwise this cell shall be left blank. 060 | PD | Column 010 of table 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The PD assigned to the obligor grade or pool to be reported shall be based on the provisions laid down in Article 180 of Regulation (EU) No 575/2013. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. For figures corresponding to an aggregation of obligor grades or pools (e.g. total exposures) the exposure weighted average of the PDs assigned to the obligor grades or pools included in the aggregation shall be provided. The exposure value (column 110) shall be used for the calculation of the expo-sure-weighted average PD. The PD shall be expressed as a value between 0 and 1. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. All reported risk parameters shall be derived from the risk parameters used in the internal rating system approved by the respective competent authority. It is neither intended nor desirable to have a supervisory master scale. If the reporting institution applies a unique rating system or is able to report according to an internal master scale, this scale shall be used. Otherwise, the different rating systems shall be merged and ordered according to the following criteria: | (a) | obligor grades of the different rating systems shall be pooled and ordered from the lower PD assigned to each obligor grade to the higher; ---|--- (b) | where the institution uses a large number of grades or pools, it may agree with the competent authorities to report a reduced number of grades or pools. ---|--- The institution shall contact its competent authority in advance if it wants to report a different number of grades in comparison with the internal number of grades. 070 | Default status | | The default status to be reported shall be one of the following: | (a) | Defaulted: exposures assigned to the rating grade(s) with a PD of 100 %. ---|--- (b) | Non-defaulted: exposures assigned to rating grades with a PD lower than 100 %. ---|--- 080 | Original exposure pre-conversion factors | Column 020 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The original exposure value before taking into account any value adjustments, specific credit risk adjustments, effects due to credit risk mitigation techniques or conversion factors shall be reported. 090 | Exposure after CRM substitution effects pre-conversion factors | Column 090 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The amount to which a CCF is applied in order to obtain the EAD shall be reported. This shall be done taking into account credit risk mitigation techniques with substitution effects on the exposure. 100 | CCF | Article 166(8) of Regulation (EU) No 575/2013 | For the exposures where own estimates of CCFs are applied, the weighted average CCFs shall be reported. The weights that shall be used shall be the amounts to which the CCFs are applied in order to obtain the EAD. 110 | EAD | Column 110 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The exposure value shall be reported. 120 | Collateral value | Columns 150 to 210 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The market value of the collateral shall be reported. 130 | LGD | Column 230 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted own estimates of LGD or the exposure-weighted regulatory LGD applied by the institution to the exposures held and included in each portfolio shall be reported. 140 | Maturity | Column 250 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted maturity shall be reported. It shall be expressed in number of days. 150 | Expected Loss | Column 280 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The expected loss shall be reported. 160 | Provisions non-performing exposures | Columns 050 and 060 of template 9.2 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The specific credit risk adjustments for non-performing exposures shall be reported. 170 | RWA | Column 260 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The risk-weighted exposure amount after applying the SME supporting factor shall be reported. 180 | RWA Standardised | Row 900 of template 4 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The RWA amount calculated by applying the standardised approach for credit risk to the exposures shall be reported. C 103 — Details on exposures in High Default Portfolio Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | Column 010 of template 103 of Annex I | The code assigned by the EBA to each portfolio shall be reported. This code is a row identifier and shall be unique for each row in the table. 020 | Exposure class | Paragraph 78 of Annex II of Commission Implementing Regulation (EU) No 680/2014 | Each portfolio shall be assigned to one of the following exposure classes: | (a) | Corporate — SME; ---|--- (b) | Corporate — Specialised lending; ---|--- (c) | Corporate — Other; ---|--- (d) | Retail — Secured by real estate SME; ---|--- (e) | Retail — Secured by real estate non-SME; ---|--- (f) | Retail — Qualifying revolving; ---|--- (g) | Retail — Other SME; ---|--- (h) | Retail — Other non — SME; ---|--- (i) | Not applicable. ---|--- 030 | Regulatory approach | | The regulatory approach used for calculating own funds requirements that shall be reported shall be one of the following: | (a) | Foundation IRB approach: if exposures under the Foundation IRB approach represent 50 % or more of the IRB exposures in the portfolio; ---|--- (b) | Advanced IRB approach: if exposures under the Advanced IRB approach represent 50 % or more of the IRB exposures in the portfolio; ---|--- (c) | Specialised lending slotting criteria: if exposures under the slotting criteria represent 50 % or more of the exposures in the portfolio that are under the IRB approach; ---|--- (d) | IRB approach: if none of the conditions in points (a) to (c) and (e) to (j) is met and the institution applies IRB approaches to the exposures in the portfolio; ---|--- (e) | PD/LGD approach: for equity exposures; ---|--- (f) | Simple risk-weight approach: for equity exposures; ---|--- (g) | Internal models approach: for equity exposures; ---|--- (h) | Ratings based method: for securitisation exposures; ---|--- (i) | Supervisory formula method: for securitisation exposures; ---|--- (j) | Internal assessment approach: for securitisation exposures; ---|--- (k) | Not applicable. ---|--- 040 | Number of obligors | Column 300 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The number of obligors shall be reported. 050 | Rating | | The internal rating grade applied by the institution (from lowest risk to highest risk excluding defaults with PD corresponding to 100 %) shall be reported. It shall follow the numerical order 1, 2, 3 etc. This information shall only be reported for portfolios defined in Annex I that consist of exposures to a single rating grade, otherwise this cell shall be left blank. 060 | PD | Column 010 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The PD assigned to the obligor grade or pool to be reported shall be based on the provisions laid down in Article 180 of Regulation (EU) No 575/2013. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. For figures corresponding to an aggregation of obligor grades or pools (e.g. total exposures), the exposure-weighted average of the PDs assigned to the obligor grades or pools included in the aggregation shall be provided. The exposure value (column 110) shall be used for the calculation of the exposure-weighted average PD. The PD shall be expressed as a value between 0 and 1. For each individual grade or pool, the PD assigned to the specific obligor grade or pool shall be reported. All reported risk parameters shall be derived from the risk parameters used in the internal rating system approved by the respective competent authority. It is neither intended nor desirable to have a supervisory master scale. If the reporting institution applies a unique rating system or is able to report according to an internal master scale, this scale shall be used. Otherwise, the different rating systems shall be merged and ordered according to the following criteria: | (a) | Obligor grades of the different rating systems shall be pooled and ordered from the lower PD assigned to each obligor grade to the higher; ---|--- (b) | where the institution uses a large number of grades or pools, a reduced number of grades or pools to be reported may be agreed with the competent authorities. ---|--- The institution shall contact its competent authority in advance if it wants to report a different number of grades in comparison with the internal number of grades. 070 | Default status | | The default status shall be one of the following: | (a) | Defaulted: Those are the exposures assigned to the rating grade(s) with a PD of 100 %; ---|--- (b) | Non-defaulted: Those are the exposures assigned to rating grades with a PD lower than 100 %. ---|--- 080 | Original exposure pre conversion factors | Column 020 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The original exposure value before taking into account any value adjustments, specific credit risk adjustments, effects due to credit risk mitigation techniques or conversion factors shall be reported. 090 | Exposure after CRM substitution effects pre conversion factors | Column 090 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The amount to which a conversion factor is applied in order to obtain the EAD shall be reported. This shall be done taking into account credit risk mitigation techniques with substitution effects on the exposure. 100 | CCF | Article 166(8) of Regulation (EU) No 575/2013 | For the exposures where own estimates of CCFs are applied, the weighted average CCFs shall be reported. The weights that shall be used shall be the amounts to which the CCFs are applied in order to obtain the EAD. 110 | EAD | Column 110 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The exposure value shall be reported. 120 | Collateral value | Column 150 to 210 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The market value of the collateral shall be reported. 130 | LGD | Column 230 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted own estimates of LGD or exposure-weighted regulatory LGD applied by the institution to the exposures to each portfolio shall be reported. 140 | Maturity | Column 250 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted maturity shall be reported. It shall be expressed in number of days. 150 | Expected Loss | Column 280 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The expected loss shall be reported. 160 | Provisions non-performing exposures | Columns 050 and 060 of template 9.2 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The specific credit risk adjustments for non-performing exposures shall be reported. 170 | RWA | Column 260 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The risk-weighted exposure amount after applying the SME supporting factor shall be reported. 180 | RWA Standardised | Row 900 of template 4 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The RWA amount calculated by applying the standardised approach for credit risk to the exposures shall be reported. 190 | Default rate latest year | Columns 010, 030 and 040 of template 9.2 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The default rate for the latest year shall be reported. The default rate is defined as the observed new defaults for the last year (column 040 of template 9.2 of Annex I of Commission Implementing Regulation (EU) No 680/2014) divided by the amount of the non-defaulted assets existing 1 year before the reference date (the difference between column 010 and column 030 of template 9.2 of Annex I of Commission Implementing Regulation (EU) No 680/2014). 200 | Default rate past 5 years | Columns 010, 030 and 040 of template 9.2 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted average of the default rates observed in the last 5 years shall be reported. For the definition of default rate see column 190. If the institution is not able to calculate a default rate for the past 5 years it shall develop a proxy using its longest history up to 5 years and provide the documentation detailing the calculation to its competent authority. 210 | Loss rate latest year | Columns 040 and 070 of template 9.2 of Annex I of Commission Implementing Regulation (EU) No 680/2014 and Commission Delegated Regulation (EU) No 183/2014 | The loss rate observed in the latest year shall be reported. The loss rate is defined as the sum of credit risk adjustments and write-offs for the exposures that were classified as ‘defaulted exposures’ in the latest year (column 070 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014) divided by the amount of the observed new defaults in the last year (column 040 of template 9.2 of Annex I to Commission Implementing Regulation (EU) No 680/2014). 220 | Loss rate past 5 years | Columns 040 and 070 of template 9.2 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted average of the loss rates observed in the last 5 years shall be reported. For the definition of loss rate see column 210. If the institution is not able to calculate a loss rate for the past 5 years it shall develop a proxy using its longest history up to 5 years and provide documentation detailing the calculation to its competent authority. 230 | RWA* | | Institutions shall calculate and report RWA* for the portfolios Corporate, Corporate SME, Retail SME and Retail secured by real estate at a total portfolio and a country level. These portfolios are defined in Annex I, template 103 and are identified with the following portfolio ID: | (a) | CORP0007; ---|--- (b) | SMEC0008; ---|--- (c) | SMER0008; ---|--- (d) | MORT0010; ---|--- (e) | CORP0007<Risk type code>; ---|--- (f) | SMEC0008<Risk type code>; ---|--- (g) | SMER0008<Risk type code>; ---|--- (h) | MORT0010<Risk type code>; ---|--- (i) | <Country Code>CORP0007; ---|--- (j) | <Country Code>SMEC0008; ---|--- (k) | <Country Code>SMER0008; ---|--- (l) | <Country Code>MORT0010; ---|--- (m) | <Country Code>CORP0007<Risk type code>; ---|--- (n) | <Country Code>SMEC0008<Risk type code>; ---|--- (o) | <Country Code>SMER0008<Risk type code>; ---|--- (p) | <Country Code>MORT0010<Risk type code>. ---|--- The risk-weighted exposure amount, after applying the SME supporting factor, that would result from the application of PD* instead of the original PD on the rating grade level shall be reported. No compensation between rating grades shall be taken into account. PD* is the smallest PD estimate for which the one-sided binomial test (based on normal approximation of binomial distribution with confidence level of 97,5 %) would be passed. PD* = min PD* so that: With: PD* | = | the probability of default for the rating grade; ---|---|--- Φ– 1 | = | the inverse function of the standard normal distribution; q | = | the confidence level; DR1y | = | the case-weighted default rate of the latest year for the rating grade; n | = | the number of non-defaulted debtors at the beginning of the period. An institution using continuous PD shall first determine the PD* for the average PD of each rating class and subsequently apply by rating class the same relative deviation between PD and PD* at counterpart level as for the average PD and PD* at rating grade level. If the prohibition from taking into account compensation between rating grades leads to a situation where, for a given rating grade, PD* is less than PD then for that rating grade the PD shall be used in the calculation of the risk- weighted exposure amount. 240 | RWA** | | Institutions shall calculate and report RWA** for the portfolios Corporate, Corporate SME, Retail SME and Retail secured by real estate at a total portfolio and a country level. These portfolios are defined in Annex I, template 103 and are identified with the following portfolio ID: | (a) | CORP0007; ---|--- (b) | SMEC0008; ---|--- (c) | SMER0008; ---|--- (d) | MORT0010; ---|--- (e) | CORP0007<Risk type code>; ---|--- (f) | SMEC0008<Risk type code>; ---|--- (g) | SMER0008<Risk type code>; ---|--- (h) | MORT0010<Risk type code>; ---|--- (i) | <Country Code>CORP0007; ---|--- (j) | <Country Code>SMEC0008; ---|--- (k) | <Country Code>SMER0008; ---|--- (l) | <Country Code>MORT0010; ---|--- (m) | <Country Code>CORP0007<Risk type code>; ---|--- (n) | <Country Code>SMEC0008<Risk type code>; ---|--- (o) | <Country Code>SMER0008<Risk type code>; ---|--- (p) | <Country Code>MORT0010<Risk type code>. ---|--- The risk-weighted exposure amount, after applying the SME supporting factor, that would result from the application of PD** instead of the original PD on the rating grade level shall be reported. No compensation between rating grades shall be taken into account. PD** is the smallest PD estimate for which the one-sided binomial test (based on normal approximation of binomial distribution with confidence level of 97,5 %) would be passed. The rating grade shall be the following PD** = min PD** so that: With: PD** | = | the probability of default for the rating grade; ---|---|--- Φ– 1 | = | the inverse function of the standard normal distribution; q | = | the confidence level; DR5y | = | the case-weighted default rate of the 5 latest year for the rating grade; n | = | the number of non-defaulted debtors at the beginning of the period. An institution using continuous PD shall determine first the PD** for the average PD of each rating class and subsequently apply by rating class the same relative deviation between PD and PD** at counterpart level as for the average PD and PD** at rating grade level. If the prohibition from taking into account compensation between rating grades leads to a situation where, at rating grade level, PD** is less than PD then for that rating grade the PD shall be used in the calculation of the risk- weighted exposure amount. C 104 — Details for hypothetical transactions in Low Default Portfolios Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Transaction ID | Column 010 of template 101 of Annex I | The code assigned by the EBA to the hypothetical transaction included in the LDP samples shall be reported. This code is a row identifier and shall be unique for each row in the table.

020 | Rating | | The rank of the internal rating grade of each institution (from lowest risk to highest risk excluding defaults with PD corresponding to 100 %). It shall follow the numerical order 1, 2, 3 etc. 030 | PD | | The PD corresponding to the internal rating grade assigned by the institution to the hypothetical transaction shall be reported. The PD shall be expressed as a value between 0 and 1. 040 | Original exposure pre conversion factors | Column 020 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The amount to which a CCF is applied in order to obtain the EAD of the hypothetical transaction shall be reported. 050 | CCF | Article 166(8) of Regulation (EU) No 575/2013 | The CCF applied by the institutions to the hypothetical transaction shall be reported. 060 | Collateral value before haircut | | The market value of the collateral before the application of the haircut shall be reported. 070 | Haircut | | The conservative adjustment applied by the institution to the market value of the collateral shall be reported. 080 | Collateral value after haircut | | The market value of the collateral (see column 060) after the application of the haircut (see column 070) shall be reported. 090 | EAD | Column 110 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The exposure value of the hypothetical transaction shall be reported. 100 | EAD unsecured | | The exposure value of an unsecured hypothetical transaction shall be reported. If the hypothetical transaction is only partly secured and if the institution splits, in accordance with a regular practice, such exposures into fully secured and unsecured parts, the exposure value of the unsecured part shall be reported. 110 | EAD secured | | The exposure value of a fully secured hypothetical transaction shall be reported. If the hypothetical transaction is only partly secured and if the institution splits, in accordance with a regular practice, such exposures into fully secured and unsecured parts, the exposure value of the fully secured part(s) shall be reported. 120 | LGD | Column 230 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The exposure-weighted own estimates of LGD or the exposure-weighted regulatory LGD applied by the institutions to the hypothetical transaction shall be reported. 130 | LGD unsecured | | The own estimate of LGD applied by the institution to an unsecured hypothetical transactions shall be reported. If the hypothetical transaction is only partly secured and if the institution splits, in accordance with a regular practice, such exposures into fully secured and unsecured parts, the own estimate of LGD that would be applied by the institution to the unsecured part shall be reported. 140 | LGD secured | | The own estimate of LGD applied by the institution to a fully secured hypothetical transaction. If the hypothetical transaction is only partly secured and if the institution splits, in accordance with regular practice, such exposures into fully secured and unsecured parts, the own estimate of LGD that would be applied by the institution to the fully secured part(s) shall be reported. 150 | Maturity | Column 250 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The maturity applied by the institution to the hypothetical transaction shall be reported. It shall be expressed in number of days. 160 | RWA | Column 260 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The risk-weighted amount calculated by the institution for the hypothetical transaction shall be reported. C 105.01 — Definition of internal models Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Internal model ID | | The internal model ID assigned by the reporting institution shall be reported. This internal model ID is a row identifier that shall be unique for each row in the table. 020 | Model name | | The model name assigned by the reporting institution shall be reported. 030 | IRBA Risk parameter | | The IRBA risk parameter shall be one of the following: | (a) | PD; ---|--- (b) | LGD; ---|--- (c) | CCF. ---|--- 040 | EAD | Column 110 of template 8.1 of Annex I of Commission Implementing Regulation (EU) No 680/2014 | The aggregate exposure value of the transactions included in each portfolio (see column 060) treated with the specific model shall be reported. 050 | EAD weighted average default rate for calibration | | The EAD-weighted average of the annual default rates used in the calibration of the PD models shall be reported. 060 | Case weighted average default rate for calibration | | The case-weighted average of the annual default rates used in the calibration of the PD models shall be reported. 070 | Long-run PD | | The central tendency used by the institution in the calibration of the models that incorporates any prudent adjustment to the case-weighted average of the annual default rates used in the calibration of the PD models shall be reported. 080 | Cure rate defaulted asset | | The cure rate defaulted asset is the percentage of defaulted assets outstanding that returns in ‘non-defaulted’ status over a 12 months period. An institution that does not calculate cure rates for a given model shall calculate a proxy taking into account the definition provided. The institution shall report the use of a proxy to the competent authority. 090 | Recovery rate of the foreclosed assets for not cured defaults | | The case-weighted average recovery rate of the foreclosed assets for not cured defaults included in the time series used by the institution for the calibration of the LGD models on non-defaulted assets shall be reported. An institution that does not have a specific recovery rate of the foreclosed assets for no cured defaults shall calculate a proxy taking into account the definition provided. The institution shall report the use of a proxy to the competent authority. 100 | Recovery period of the foreclosed assets for not cured defaults | | The case-weighted average length of the recovery period (from the start of the default status to the completion date of the recovery procedures) for the non-cured defaults included in the time series used by the institution for the calibration of the LGD models on non-defaulted assets shall be reported. It shall be expressed in number of days. An institution that does not have a specific recovery period length of the foreclosed assets for no cured defaults shall calculate a proxy taking into account the definition provided. The institution shall report the use of a proxy to the competent authority. 110 | Joint decision | Article 20(2)(a) of Regulation (EU) No 575/2013 | The institution shall report whether or not a joint decision on prudential requirements does exist between the consolidating and the other (host) competent authority regarding the permission to use the IRB approach for the calculation of the prudential requirements for the exposures held by the subsidiaries of the institutions in the reported benchmarking portfolios. 120 | Consolidating supervisor | Article 20 of Regulation (EU) No 575/2013 | The country ISO code of the country of origin of the competent authority responsible for the consolidated supervision of the institution using an IRB approach shall be reported. C 105.02 — Mapping of internal models to portfolios Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | Column 010 of templates 102 and 103 | The code assigned by the EBA to the portfolio for which the institution reports the results of the calculation shall be reported. 020 | Internal model ID | Column 010 of template 105.01 | The internal model ID assigned by the reporting institution shall be reported. C 105.03 — Mapping of internal models to countries Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Internal model ID | Column 010 of template 105.01 | The internal model ID assigned by the reporting institution shall be reported. Where one internal model ID is associated with several countries, separate rows shall be reported for each combination of ‘Internal model ID’ and ‘Host supervisor’. Columns 010 and 020 are a composite row identifier and together must be unique for each row in the table. 020 | Host supervisor | Article 20 of Regulation (EU) No 575/2013 | The country ISO code of the country of origin of the competent authority responsible for the supervision of the subsidiary on an individual basis for each institution where the IRB exposures reported for each benchmarking portfolio are booked shall be reported (irrespective of the existence of any permission granted by the host supervisor to apply an IRB approach). * * * (1) ‘Not applicable’ shall be used when none of the answers in the list is correct (e.g. for column 020, it will mean that the counterparty is classified in multiple asset classes, without one being clearly predominant). * * * ANNEX V MARKET BENCHMARKING PORTFOLIOS Table of Contents COMMON INSTRUCTIONS | 1390 ---|--- SECTION 1: NON-CORRELATION TRADING PORTFOLIOS | 1392 ---|--- SECTION 2: DETAILS FOR PORTFOLIOS | 1400 ---|--- 2.1. | DETAILS FOR PORTFOLIO 1.7: 3-YEAR USD QUANTO CALL ON EUROSTOXX 50 | 1400 ---|---|--- 2.2. | DETAILS FOR PORTFOLIO 1.11: 3M LIBOR USD RANGE ACCRUAL | 1402 ---|---|--- 2.3. | DETAILS FOR PORTFOLIO 1.12: CPTFEMU INDEX 10Y MATURITY ZERO COUPON SWAP | 1402 ---|---|--- 2.4. | DETAILS FOR PORTFOLIO 1.15: KNOCK-OUT CURRENCY OPTION | 1403 ---|---|--- 2.5. | DETAILS FOR PORTFOLIO 1.16: DOUBLE NO TOUCH BINARY CURRENCY OPTION | 1404 ---|---|--- 2.6. | DETAILS FOR PORTFOLIO 1.27: INDEX PUT ON ITRAXX EUROPE CROSSOVER SERIES 24 | 1405 ---|---|--- 2.7. | DETAILS FOR PORTFOLIO 1.28: QUANTO EURO CDS ON SPAIN WITH USD DELTA HEDGE | 1405 ---|---|--- 2.8. | DETAILS FOR PORTFOLIO 1.14: MARK-TO-MARKET (RESETTABLE) CROSS-CURRENCY BASIS SWAP | 1406 ---|---|--- SECTION 3: CORRELATION TRADING PORTFOLIOS (CTPS) | 1407 ---|--- COMMON INSTRUCTIONS An institution shall apply the following: a) | Unless explicitly specified otherwise in the portfolio description, all positions shall be booked 15 October 2015. Once positions have been booked, each portfolio shall age for the duration of the benchmarking exercise. Furthermore, calculations shall be done under the assumption that the institution does not take any action to manage the portfolio in any way during the entire period of the benchmarking exercise. Unless explicitly stated otherwise in the specifications for a particular portfolio, strike prices for option positions shall be determined relative to prices for the underlying as observed at market close on 15 October 2015. ---|--- b) | For the purpose of the pre-benchmarking exercise validation, the valuation of each portfolio shall be submitted to the institution's competent authority by 30 June 2016. The exact timing of the valuation shall be 26 October 2015, 5.30 pm CET. ---|--- c) | The risks of the positions shall be calculated without taking into account the funding costs associated with the portfolios ---|--- d) | To the extent possible, counterparty credit risk shall be excluded when valuing the risks of the portfolios. ---|--- e) | The 10-day 99 % VaR shall be calculated on a daily basis. Stressed Value-at-Risk (‘sVaR’) and the Incremental Risk Charge (‘IRC’) may be calculated on a weekly basis. sVaR and IRC shall be based on end–of-day prices for each Friday in the time window of the benchmarking exercise. ---|--- f) | For each portfolio, results shall be reported in the base currency of the portfolio as provided in the sections below. ---|--- g) | For transactions that include long positions in Credit Default Swaps (‘CDS’), assume an immediate up-front fee is paid to enter the position as per the market conventions. ---|--- h) | It shall be assumed that the maturity date for all CDS in the benchmarking exercise follows conventional quarterly termination dates, often referred to as ‘IMM dates’. ---|--- i) | Additional specifications needed in order to carry out pricing calculations required for CDS positions shall be done in a way that is consistent with commonly used market standards. ---|--- j) | The maturity date (for example, some options expire on the third Saturday of the month) that ensures that the transaction is closest to the term-to-maturity specified shall be used. For material details of the product specification that are not explicitly stated in this document, the assumptions that have been used (day count convention, etc.) shall be provided along with the results. ---|--- k) | The abbreviations ATM, OTM and ITM refer to a derivative's moneyness (i.e. the relative position of the price of an underlying with respect to the strike price of that derivative). ATM stands for ‘at the money’, OTM stands for ‘out of the money’, and ITM stands for ‘in the money’. ---|--- l) | All options shall be treated as if they are traded over-the-counter (‘OTC’) unless explicitly specified otherwise in the portfolio. ---|--- m) | The standard timing conventions for OTC options shall be followed (i.e. expiry dates are the business day following a non-trading day). For example, a 3-month OTC option booked on 15 October 2015 expires on 15 January 2016. If options expire on a non-trading day, adjust the expiration date per business day, in accordance with common market practices. ---|--- n) | All OTC options shall be treated as: | — | American for single name equities and commodities; and ---|--- — | European for equity indices, foreign exchange and swaptions. ---|--- o) | For all options the premium from the initial market value calculations shall be excluded (i.e. options shall be considered as ‘naked’). ---|--- p) | For the positions denominated in Euro but composed by one or more instruments denominated in a different currency, the Initial Market Valuation (‘IMV’), VaR, sVaR and IRC shall be converted in Euro using the appropriate foreign exchange (‘FX’) spot rate at the end of the booking date (15 October 2015). ---|--- q) | When booking all positions, appropriate market convention shall be followed unless otherwise specified in the instructions applicable to the portfolio. ---|--- r) | When an instrument is subject to a corporate action (a call from the issuer, a default etc.) it shall be excluded from the portfolio along with any related CDS or option. ---|--- s) | The Euro Interbank Offered Rate (‘Euribor’) is the rate calculated by the European Money Markets Institute at different maturities for Euro interbank term deposits. ---|--- t) | The London Interbank Offered Rate (‘Libor’) is the rate calculated by the Intercontinental Exchange at different maturities for interbank term deposits in different currencies. ---|--- Section 1: Non-Correlation Trading Portfolios Portfolio number Risk factor | Portfolios | Currency | Risk Metrics requested ---|---|---|--- Equity Portfolios 1.1 Equity | Equity index futures Long delta | — | Long 30 contracts ATM*, last trading date 18 March 2016, delivery date 21 March 2016, FTSE 100 index futures (1 contract = 10 underlyings) ---|--- * | The futures price is based on the index level at NYSE Liffe London market close on 15 October2015. ---|--- GBP | VaR and sVaR 1.2 Equity | Bullish leveraged trade Long gamma and long vega | — | Long 100 contracts OTC Google (GOOG) OTM* 3-month call options (1 contract = 100 shares underlying) ---|--- * | The strike price is out-of-the-money by 10 % relative to the stock price at market close on 15 October 2015. ---|--- USD | VaR and sVaR 1.3 Equity | Volatility trade #1 Short short-term vega & long long-term vega | — | Short straddle 3-month ATM* S&P 500 Index OTC options (30 contracts; 1 contract = 100 underlyings) ---|--- — | Long straddle 2-year ATM* S&P 500 Index OTC options (30 contracts; 1 contract = 100 underlyings) ---|--- — | Effective date: 15 October 2015. ---|--- * | The strike price is based on the index level at NYSE at 4:30 pm New York time on 15 October 2015. ---|--- USD | VaR and sVaR 1.4 Equity | Volatility trade #2 (smile effect) Long/short puts on FTSE 100 | — | Long 40 contracts of put options on FTSE 100 index (with a strike price that is 10 % OTM* based on the end-of-day index value), last trading date 18 March 2016, delivery date 21 March 2016 (1 contract = 10 underlyings) ---|--- — | Short 40 contracts of put options on FTSE 100 index (with a strike price that is 10 % ITM* based on the end-of-day index value), last trading date 18 March 2016, delivery date 21 March 2016 (1 contract = 10 underlyings) ---|--- * | The strike price is based on the index level at NYSE Liffe London market close on 15 October2015. ---|--- GBP | VaR and sVaR 1.5 Equity | Equity variance swaps on Eurostoxx 50 (SX5E) | — | Long ATM* variance swap on Eurostoxx 50 with a maturity of 2 years, Vega notional amount of EUR 50,000. The payoff is based on the following realized variance formula: where n is the number of working days until maturity, and Si and Si + 1 are the price of the underlying at date i and i + 1 respectively. ---|--- * | The strike value of the variance swap shall be defined on the trade date 15 October 2015 to cancel the value of the swap. (The strike value determined by the institution on the pre-benchmarking exercise validation data template shall be provided together with the initial market value of the trade.) ---|--- EUR | VaR and sVaR 1.6 Equity | Barrier option | — | Long 40 contracts of 3-month ATM* S&P 500 down-and-in put options with a barrier level that is 10 % OTM* and continuous monitoring frequency (1 contract = 100 underlyings) ---|--- * | The strike price is based on the index level at NYSE market close on 15 October 2015. ---|--- USD | VaR and sVaR 1.7 Equity | Quanto index call | — | 3-year USD Quanto call on Eurostoxx 50 ---|--- See details in Section 2.1 of this Annex. USD | VaR and sVaR Interest Rate 1.8 IR | Curve flattener trade Long long-term and short short-term treasuries | — | Long EUR 5 million 10-year German Treasury bond (ISIN: DE0001102366, expiry 15 August 2024) ---|--- — | Short EUR 20 million 2-year German Treasury note (ISIN:DE0001135341, expiry 4 January 2018) ---|--- EUR | VaR, sVaR and IRC 1.9 IR | Ten-year fixed for variable interest rate swap Bloomberg code eusw10v3 curncy | — | Receive fixed rate and pay floating rate ---|--- — | Fixed leg: receive annually ---|--- — | Floating leg: 3-month Euribor rate, pay quarterly ---|--- — | Notional: EUR 5 million ---|--- — | Roll convention and calendar: standard ---|--- — | Effective date: 15 October 2015 (i.e. rates to be used are those at the market close on 15 October 2015) ---|--- — | Maturity date: 15 October 2025 ---|--- EUR | VaR and sVaR 1.10 IR | Two-year swaption on ten-year interest rate swap Bloomberg code eusv0210 curncy | — | Seller* of an OTC receiver swaption with maturity of two years on the interest rate swap described in row 1.9 but with a modified effective date of 16 October 2017 and a modified maturity date of 15 ctober 2027. ---|--- — | Effective date of swaption: 15 October 2015 ---|--- — | Expiry date of swaption: 16 October 2017 ---|--- — | Premium paid at expiry ---|--- — | Cash settled ---|--- * | The strike price is based on the IRS rate as per row 1.9 (i.e. the strike price is the fixed rate as per row 1.9) ---|--- * | The institution is the seller of the option on the swap. The counterparty of the institution buys the right to enter a swap with the institution; if the counterparty exercises its right, it will receive the fixed rate while the institution will receive the floating rate. ---|--- EUR | VaR and sVaR 1.11 IR | Libor range accrual Structured coupon indexed on the number of days in the interest rate period when the Libor fixes in a predetermined range. See details in Section 2.2 of this Annex. | USD | VaR and sVaR 1.12 IR | Inflation zero coupon swap CPTFEMU index 10Y maturity par zero coupon swap See details in Section 2.3 of this Annex. | EUR | VaR and sVaR FX 1.13 FX | Covered FX call Short EUR/USD and short put EUR call USD option | — | Short 3-month EUR/USD forward contracts (i.e. long USD short EUR), cash-settled, with USD 20 million notional purchased at the EUR/USD ECB reference rate as of end of day 15 October 2015 ---|--- — | Short 3-month put EUR call USD option notional USD 40 million (i.e. short USD against EUR), cash-settled, with strike price corresponding to the three-month forward exchange rate as of end of day 15 October 2015 ---|--- — | Effective date: 15 October 2015 ---|--- — | Expiry date: 15 January 2016 ---|--- EUR | VaR and sVaR 1.14 FX | Mark-to-market cross-currency basis swap 2 Year 3-month USD Libor vs 3-month Euribor swap See details in Section 2.8 of this Annex. | EUR | VaR and sVaR 1.15 FX | Knock-out option Vanilla option that ceases to exist if the spot price of the underlying breaches a predetermined barrier before maturity, cash-settled. See details in Section 2.4 of this Annex. | EUR | VaR and sVaR 1.16 FX | Double no touch option Digital option that pays a predetermined amount if the spot does not touch any of the barriers during the life of the option, cash-settled. See details in Section 2.5 of this Annex. | EUR | VaR and sVaR Commodity 1.17 Commodity | Curve play from contango to backwardation Long short-term and Short long-term contracts | — | Long 3 500 000 3-month ATM OTC London Gold Forwards contracts (1 contract = 0,001 troy ounces, notional: 3 500 troy ounces) ---|--- — | Short 4 300 000 1-year ATM OTC London Gold Forwards contracts (notional: 4 300 troy ounces) ---|--- USD | VaR and sVaR 1.18 Commodity | Short oil put options | — | Short 30 contracts of 3-month OTC WTI Crude Oil puts with strike = 6-month end-of-day forward price on 15 October 2015 (1 contract = 1 000 barrels, total notional 30 000 barrels) ---|--- USD | VaR and sVaR Credit Spread 1.19 Credit Spread | Sovereign CDS portfolio Short protection via CDS on five countries | — | Short EUR 2 million per single-name 5 year CDS (total 10 million notional) on the following countries: ---|--- — | Effective date: 15 October 2015 ---|--- — | Restructuring clause: FULL ---|--- Country | RED Code | currency ---|---|--- Italy | 4AB951 | USD UK | 9A17DE | USD Germany | 3AB549 | USD France | 3I68EE | USD US | 9A3AAA | EUR EUR | VaR, sVaR and IRC 1.20 Credit Spread | Sovereign bond/CDS portfolio Sovereign bond basis portfolio on five countries | — | Long EUR 2 million per single-name 5 year CDS (total 10 million notional) on the following countries: Italy, UK, Germany, France, US as in portfolio in row 1.19 ---|--- — | Long EUR 2 million per single-name 5 year bonds (total 10 million notional) on the following countries: Italy, UK, Germany, France, US (as identified in the following table) ---|--- — | Effective date: 15 October 2015 ---|--- — | To convert the notional of the non-euro bonds use the FX spot as at end of day 15 October 2015 ---|--- Identifier | Description ---|--- IT0004594930 | BT 1 September 2020 DE0001135408 | BUND 4 July 2020 GB00BN65R198 | GILT 22 July 2020 FR0010050559 | OAT 25 July 2020 US912828VP28 | TBOND 31 July 2020 EUR | VaR, sVaR and IRC 1.21 Credit Spread | Sector concentration portfolio Short protection via CDS on 10 financials | — | Equivalent of short 1 million notional per single-name 5 year CDS (total EUR 10 million notional) on the following 10 companies ---|--- — | Effective date: 15 October 2015 ---|--- Name | RED Code | Currency | Doc clause ---|---|---|--- Met Life | 5EA6BX | USD | MR Allianz | DD359M | EUR | MM Prudental | 7B8752 | USD | MR AXA | FF667M | EUR | MM ING BANK | 48DGFE | EUR | MM Aegon | 007GB6 | EUR | MM Aviva | GG6EBT | EUR | MM Swiss Re | HOB65N | EUR | MM Principal Financial Group | 7B676W | USD | MR Suncorp Group | 8ED955 | USD | MR EUR | VaR, sVaR and IRC 1.22 Credit Spread | Diversified index portfolio Short protection via CDS index | — | Short EUR 10 million notional iTraxx 5-year Europe SF index Series 24, Version 1 — maturity 20 December 2020 (RED Pair Code: 2I667DAX2) ---|--- — | Effective date: 15 October 2015 ---|--- EUR | VaR, sVaR and IRC 1.23 Credit Spread | Diversified index portfolio (higher concentration) Short protection via CDS index | — | Short EUR 5 million notional* iTraxx 5-year Europe index Series 24, Version 1 — Maturity 20 December 2020 (RED Pair Code: 2I667DAX) ---|--- — | Short EUR 5 million notional (equally weighted) on the following five financials belonging to the iTraxx 5-year Europe SF index Series 24, Version 1 — Maturity 20 December 2020 (RED Pair Code: 2I667DAX): | CDS name | RED Code | Currency | Doc clause ---|---|---|--- ING BK CDS EUR SR 5Y | 48DGFEAH6 | EUR | MM CMZB CDS EUR SR 5Y | 2C27EGAG9 | EUR | MM AXA SA CDS EUR SR 5Y | FF667MAD8 | EUR | MM AEGON CDS EUR SR 5Y | 007GB6AD4 | EUR | MM SANTAN CDS EUR SR 5Y | EFAGG9AF6 | EUR | MM — | Effective date: 15 October 2015 ---|--- * | Each single name CDS should have a notional of EUR 1 million. ---|--- EUR | VaR, sVaR and IRC 1.24 Credit Spread | Diversified corporate portfolio Short protection via CDS on 10 A- to AA- corporate | — | Short equivalent of EUR 2 million notional per single-name 5 year CDS (total EUR 20 million notional) on the following 10 companies (for USD CDS use the exchange rate at 15 October 2015): | Name | RED Code | Currency | Doc clause ---|---|---|--- P&G | 7B6989 | USD | MR Home Depot | 47A77D | USD | MR Siemens | 8A87AG | EUR | MM Royal Dutch Shell | GNDF9A | EUR | MM IBM | 49EB20 | USD | MR Met Life | 5EA6BX | USD | MR Southern Co | 8C67DF | USD | MR Vodafone | 9BADC3 | EUR | MM BHP | 08GE66 | USD | MR Roche | 7E82AF | EUR | MM EUR | VaR, sVaR and IRC 1.25 Credit Spread | Index basis | — | Short EUR 5 million notional iTraxx 5-year Europe SF index Series 24, Version 1 — Maturity 20 December 2020 (RED Pair Code: 2I667DAX) ---|--- — | Effective date: 15 October 2015 ---|--- — | Long EUR 5 million notional on all constituents of iTraxx 5-year Europe SF index Series 24, Version 1 — maturity 20 December 2020 (RED Pair Code: 2I667DAX) (i.e. the aggregate notional is EUR 5 million and all names are equally weighted) ---|--- — | Effective date: 15 October 2015 ---|--- EUR | VaR, sVaR and IRC 1.26 Credit Spread | CDS bond basis | — | Long bonds EUR 2 million per single-name 5 year bonds on 4 Financials (2 EU, 2 North America). | ISIN | Security name ---|--- XS1110874820 | MET LIFE GLOB FUNDING I 17 September 2021 US74432QBP90 | PRUDENTIAL FINANCIAL INC 15 November 2020 XS0122028904 | AXA SA 15 December 2020 DE000A1HBYR3 | ING BANK NV 11 May 2020 — | Long protection via CDS on the same names (EUR 2 million per single-name 5 year). | Name | RED Code | Currency | Doc clause ---|---|---|--- Met Life | 5EA6BX | USD | MR Prudential | 7B8752 | USD | MR AXA | FF667M | EUR | MM ING | 49BEBA | EUR | MM EUR | VaR, sVaR and IRC 1.27 Credit Spread | Short index put on ITraxx Europe Crossover series 24 See details in Section 2.6 of this Annex. | EUR | VaR, sVaR and IRC 1.28 Credit Spread | Quanto CDS on Spain with delta hedge See details in Section 2.7 of this Annex. | EUR | VaR, sVaR and IRC All-in portfolios 1.29 | All-in portfolio (1) A portfolio made of the portfolios in rows 1.1, 1.2, 1.4, 1.8, 1.9, 1.13, 1.17, 1.18, 1.19, 1.20, 1.21, 1.24, and 1.26 | EUR | VaR, sVaR and IRC 1.30 | All-in portfolio (2) A portfolio made of the portfolios in rows 1.1 to 1.28 | EUR | VaR, sVaR and IRC 1.31 | All-in portfolio (3) A portfolio made of the equity portfolios in rows 1.1 to 1.7 | EUR | VaR and sVaR 1.32 | All-in portfolio (4) A portfolio made of the interest rate portfolios in rows 1.8 to 1.12 | EUR | VaR and sVaR 1.33 | All-in portfolio (5) A portfolio made of the FX portfolios in rows 1.13 to 1.16 | EUR | VaR and sVaR 1.34 | All-in portfolio (6) A portfolio made of the commodity portfolios in rows 1.17 and 1.18 | EUR | VaR and sVaR 1.35 | All-in portfolio (7) A portfolio made of the redit spread portfolios in rows 1.19 to 1.28 | EUR | VaR, sVaR and IRC Section 2: Details for portfolios 2.1. Details for portfolio 1.7: 3-year USD quanto call on EUROSTOXX 50 Party A | : | Counterparty ---|---|--- Party B | : | Participating institution Equity Notional Amount (ENA) | : | USD 5 000 000 Trade date | : | 15 October 2015 Strike date | : | 15 October 2015 Effective date | : | 15 October 2015 Valuation date | : | 16 October 2018 Termination date | : | 16 October 2018 Underlying index | : | EURO STOXX 50 (Bloomberg: SX5E Index) Floating rate payer | : | Counterparty Notional amount | : | USD 5 000 000 Floating rate | : | 3-month USD Libor Spread | : | \+ 300 bps Floating rate day count fraction | : | Actual/360 n/floating amount payment dates | : | 1/15 January 2016 2/15 April 2016 3/15 July 2016 4/17 October 2016 5/16 January 2017 6/17 April 2017 7/17 July 2017 8/16 October 2017 9/15 January 2018 10/16 April 2018 11/16 July 2018 12/16 October 2018 Equity amount payer | : | Party B Equity amount | : | On the termination date, Party B will pay Party A the following cash settlement amount: Where | | Indexinitial is the official closing level of the underlying index on the strike date ---|--- | Indexfinal is the official closing level of the underlying index on the valuation date ---|--- Settlement terms: Settlement currency | : | USD Quanto ---|---|--- Business days | : | New York 2.2. Details for portfolio 1.11: USD 3M Libor range accrual Party A | : | Participating institution ---|---|--- Party B | : | Counterparty Notional amount | : | USD 10 000 000,0 Trade date | : | 15 October 2015 Effective date | : | 15 October 2015 Termination date | : | 15 October 2025 Party A pays | : | 4 % * n/N n | : | Number of days when the range accrual index fixes between the lower barrier and the upper barrier (inclusive) during the relevant interest period N | : | Number of days in the relevant interest period Range accrual index | : | 3-month USD Libor Lower barrier | : | 2,50 % Upper barrier | : | 4,00 % Day count fraction | : | Actual/360 Payment dates | : | Quarterly Business day convention | : | Modified Following Business days for fixing | : | London and New York Business days for payment | : | London and New York Party B pays | : | USD 3M Libor Day count fraction | : | Actual/360 Payment dates | : | Quarterly Business day convention | : | Modified Following Business days for fixing | : | London and New York Business days for payment | : | London and New York Interest period | : | From the previous payment date (inclusive) to the next payment date (exclusive) 2.3. Details for portfolio 1.12: CPTFEMU index 10Y maturity par zero coupon swap Contract date | : | 15 October 2015 ---|---|--- Payer of fixed | : | Participating institution Payer of HICP XT Float | : | Counterparty Notional amount | : | EUR 10 000 000,00 Start date | : | 15 October 2015 Maturity date | : | 15 October 2025 Fixed rate details Fixed rate | 2,000 per cent ---|--- Payment day convention | Modified Following Payment days | Target Fixed payment dates | 15 October 2025 HICP XT Float rate details Float rate | Target ---|--- Frequency | At maturity in arrears Index name | Eurostat Eurozone HICP Ex Tobacco Unrevised Series NSA Payment days | 15 October 2025 HICP XT Fixed rate calculation method Notional amount * [(1 + Fixed rate)n – 1] HICP XT Floating rate calculation method Notional amount * [(Indexend/Indexstart) – 1] Indexend | = | HICP XT October 2025 Index unrevised ---|---|--- Indexstart | = | HICP XT October 2015 Index unrevised There is no floor. 2.4. Details for portfolio 1.15: Knock-out currency option Trade date | : | 15 October 2015 ---|---|--- Buyer | : | Participating institution (Party B) Seller | : | Client (Party A) Currency option style | : | European Currency option type | : | EUR Call USD Put Call currency and call currency amount | : | EUR 15 000 000,00 Put currency and put currency amount | : | Equivalent amount of EUR 15 000 000,00 based on EUR/USD exchange rate on 15 October 2015, New York closing time Strike price | : | EUR/USD exchange rate on 15 October 2015, New York closing time Expiration date | : | 21 October 2016 Expiration time | : | 10:00 am New York time Automatic exercise | : | Applicable Settlement | : | Deliverable Settlement date | : | 21 October 2016 Barrier event | : | Applicable Event type | : | Knock-out Spot exchange rate direction | : | Greater than or equal to the barrier level Initial spot price | : | value of EUR/USD on 15 October 2015 Barrier level | : | 1,5000 USD/EUR Event period start date and time | : | Trade date at the time of execution hereof Event period end date and time | : | Expiration date at the Expiration Time 2.5. Details for portfolio 1.16: Double no touch binary currency option Trade Date | : | 15 October 2015 ---|---|--- Buyer | : | Participating institution (Party B) Seller | : | Client [Party A] Currency option style | : | Binary Expiration date | : | 15 October 2016 Expiration time | : | 10:00 am New York time Automatic exercise | : | Applicable Settlement | : | Non-deliverable Settlement amount | : | EUR 1 000 000,00 Settlement date | : | 21 October 2016 Barrier event | : | Applicable Event type | : | Double No-Touch Binary Initial spot price | : | Level of USD/EUR on 15 October 2015 Upper barrier level | : | 1,5000 USD/EUR Lower barrier level | : | 1,2000 USD/EUR Event period start date and time | : | Trade date at the time of execution hereof Event period end date and time | : | Expiration date at the expiration time Business day convention | : | Following 2.6. Details for portfolio 1.27: Index put on ITraxx Europe Crossover series 24 Buyer | : | Counterparty ---|---|--- Seller | : | Participating institution Option type | : | Put (i.e. right to sell an index for which we receive the fixed coupon leg) Trade date | : | 15 October 2015 Maturity | : | 15 April 2016 Ticker | : | ITRAXX-Xover24 Underlying end | : | 20 December 2020 Option style | : | European Option strike | : | 500,00 bp Notional | : | EUR 10 000 000,00 2.7. Details for portfolio 1.28: Quanto Euro CDS on Spain with USD delta hedge Quanto CDS General Terms Trade date | : | 15 October 2015 ---|---|--- Effective date | : | 15 October 2015 Scheduled termination date | : | 20 December 2019 Protection seller | : | Counterparty Protection buye | : | Participating institution Business day | : | London Business day convention | : | Modified Following Reference entity | : | Kingdom of Spain Notional | : | EUR 10 000 000,00 Red Code | : | 8CA965 Coupon payment dates | : | 20 March, 20 June, 20 September and 20 December of each year Coupon spread | : | 1,00 % Fixed rate day count fraction | : | Actual/365 (Fixed) Floating payment Floating rate payer calculation amount | : | EUR 10 000 000,00 ---|---|--- Conditions to settlement | : | Credit Event Notice Notice of publicly available information applicable Credit events | : | The following credit events shall apply to this transaction: | | Bankruptcy ---|--- | Debt restructuring (CR) ---|--- | Failure to pay ---|--- Settlement currency | : | EUR Delta Hedge CDS General Terms Trade date | : | 15 October 2015 ---|---|--- Effective date | : | 15 October 2015 Scheduled termination date | : | 20 December 2019 Protection seller | : | Participating institution Protection buyer | : | Counterparty Business day | : | London Business day convention | : | Modified Following Reference entity | : | Kingdom of Spain Notional | : | USD 10 300 000,00 Red Code | : | 8CA965 Coupon payment dates | : | 20 March, 20 June, 20 September and 20 December of each year Coupon spread | : | 1,00 % Fixed rate day count fraction | : | Actual/365 (Fixed) Floating payment Floating rate payer calculation amount | : | USD 10 300 000,00 ---|---|--- Conditions to settlement | : | Credit Event Notice Notice of publicly available information applicable Settlement currency | : | USD 2.8. Details for portfolio 1.14: Mark-to-market (resettable) cross-currency basis swap Trade date | : | 15 October 2015 ---|---|--- Maturity date | : | 16 October 2017 Business day convention | : | Modified Following Reset dates | : | Each quarter starting from 15 October 2015 Payment dates | : | Quarterly Notional EUR (constant currency amount) | : | EUR 20 000 000 Notional USD (variable currency amount) | : | An amount corresponding to EUR 20 000 000 according to the EUR/USD spot exchange rate at the beginning of each interest period Mark-to-market amount | : | The difference between the variable currency amount of the current interest period and the variable currency amount of the previous interest period. Interest period | : | From the previous payment date (inclusive) to the next payment date (exclusive) Party A (variable currency payer) | : | Counterparty Party B (constant currency payer) | : | Participating institution Party A pays | : | 3-month Libor on the variable currency amount (USD) Party B pays | : | 3-month Euribor minus 20 basis points on the constant currency amount (EUR) At each reset date party A will pay to party B the mark-to-market amount, if negative. At each reset date party A will receive from party B the mark-to-market amount, if positive. Initial exchange Initial exchange date | : | Trade date ---|---|--- EUR initial exchange amount | : | EUR 20 000 000 USD initial exchange amount | : | USD equivalent to EUR 20 000 000 Final exchange Final exchange date | : | Maturity date ---|---|--- EUR final exchange amount | : | EUR 20 000 000,00 USD final exchange amount | : | The variable currency amount determined for the final calculation period Section 3: Correlation trading portfolios (CTPs) Portfolio number Risk factor | Portfolios | Currency | Risk Metrics requested ---|---|---|--- 2.1 CTP | Long position in spread hedged equity tranche of CDX.NA.IG index Series 24, Version 1 RED Code 2I65BYDI3 (attachment point: 0 %, detachment point: 3 %) | USD | VaR, sVaR and IM (*1) for the CTP 2.2 CTP | Long position in spread hedged mezzanine tranche of CDX.NA.IG index Series 24, Version 1 RED Code 2I65BYDI3 (attachment point: 7 %, detachment point: 10 %) | USD | VaR, sVaR and IM (*1) for the CTP 2.3 CTP | Short position in spread hedged super senior tranche of CDX.NA.IG index Series 24, Version 1 RED Code 2I65BYDI3 (attachment point: 30 %, detachment point: 100 %) | USD | VaR, sVaR and IM (*1) for the CTP These portfolios contain positions in index tranches referencing the CDX.NA.IG index Series 24, Version 1. — | Notional is USD 10 million for each tranche. ---|--- — | The contractual maturity is 5 years, effective as of 20 March 2015, with an actual maturity date on 20 June 2020 for each tranche. ---|--- — | Valuation as of 5:00 pm New York time on each date of valuation. ---|--- — | The running spread that shall be used is 500 bps for the tranches in portfolio 1 and 2, and 100 bps for portfolio 3. ---|--- The portfolios are constructed by hedging each index tranche with the CDX.NA.IG index Series 24 Version 1 5Y CDS to achieve zero CS01 as of initial valuation date (‘spread hedged’). No further re-hedging is required. * * * (*1) ‘IM’ stands for risk measures resulting from Internal Model calculations for CTPs as prescribed by Article 377 of Regulation (EU) No 575/2013. * * * ANNEX VI RESULTS SUPERVISORY BENCHMARKING PORTFOLIOS Table of Contents TEMPLATE RELATED INSTRUCTIONS | 1410 ---|--- C 106.00 — INITIAL MARKET VALUATION AND EXCLUSION JUSTIFICATION | 1410 ---|--- C107.01 — VAR & SVAR NON-CTP. DETAILS | 1411 ---|--- C 107.02 — VAR AND SVAR NON-CTP. BASE CURRENCY RESULTS | 1413 ---|--- C 108.00 — ONE YEAR PROFIT & LOSS VAR | 1414 ---|--- C 109.01 — IRC. DETAILS OF THE MODEL | 1414 ---|--- C 109.02 — IRC. DETAILS BY PORTFOLIO | 1415 ---|--- C 109.03 — IRC. AMOUNT BY PORTFOLIO/DATE | 1416 ---|--- C 110.01 — CT. DETAILS OF THE MODEL. | 1417 ---|--- C 110.02 — CT. DETAILS BY PORTFOLIO. | 1418 ---|--- C 110.03 — CT. APR BY PORTFOLIO/DATE | 1419 ---|--- TEMPLATE RELATED INSTRUCTIONS C 106.00 — Initial Market Valuation and exclusion justification Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Portfolio ID | Sections 1 and 3 of Annex V | The portfolio number taken from Annex V shall be reported. 020 | Portfolio Modelled for Var + sVaR (YES/NO) | | Either YES or NO shall be reported. 030 | Portfolio Modelled for IRC (YES/NO) | | Either YES or NO shall be reported. 040 | Portfolio Modelled for Correlation Trading (YES/NO) | | Either YES or NO shall be reported. 050 | Rationale for Exclusion | Article 4 | One of the following shall be reported: | (a) | Model not authorised by Regulator; ---|--- (b) | Instrument or underlying not authorised internally; ---|--- (c) | Underlying or modelling feature not contemplated internally. ---|--- 060 | Free text box | | An institution may provide any additional information in this column. 070 | Initial Market Valuation | | The mark-to-market value of each individual portfolio on 26 October 2015 at 5:30 pm CET expressed in units of the base currency of the instrument shall be reported. C107.01 — VaR & sVaR Non-CTP. Details Row | Label | Legal reference | Instructions ---|---|---|--- 010 | Methodology | | One of the following shall be reported: | (a) | Historical Simulation; ---|--- (b) | Montecarlo; ---|--- (c) | Parametric; ---|--- (d) | Combination/Other (please specify). ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 020 | Computation of 10-day Horizon | Article 365(1) of Regulation (EU) No 575/2013 | One of the following shall be reported: | (a) | 1 day re-scaled to 10 days; ---|--- (b) | 10 days with overlapping periods; ---|--- (c) | 10 days other Methodology. ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 030 | Length of observation period | Article 365(1)(d) of Regulation (EU) No 575/2013 | One of the following shall be reported: | (a) | 1 year; ---|--- (b) | more than 1 and up to 2 years; ---|--- (c) | more than 2 and up to 3 years; ---|--- (d) | more than 3 years. ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 040 | Data Weighting | Article 365(1)(d) of Regulation (EU) No 575/2013 | One of the following shall be reported: | (a) | Unweighted; ---|--- (b) | Weighted; ---|--- (c) | The higher of the metrics in points (a) and (b). ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 050 | Backtesting add-on | Article 366(2) of Regulation (EU) No 575/2013 | Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 060 | Regulatory add-on | Article 366(2) of Regulation (EU) No 575/2013 (‘at least 3’) | Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 070 | Methodology | | One of the following shall be reported: | (a) | Historical Simulation; ---|--- (b) | Montecarlo; ---|--- (c) | Parametric; ---|--- (d) | Combination/Other (please specify). ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 080 | Computation of 10 day Horizon | Article 365(1) of Regulation (EU) No 575/2013 | One of the following shall be reported: | (a) | 1 day re-scaled to 10 days; ---|--- (b) | 10 days with overlapping periods; ---|--- (c) | 10 days other Methodology; ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 090 | Regulatory add-on | Article 366(2) of Regulation (EU) No 575/2013 | Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. C 107.02 — VaR and sVaR Non-CTP. Base Currency Results Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Section 1 of Annex V | The portfolio number taken from Annex V (Section 1) shall be reported. Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Date | | | (a) | The date of the VaR/sVaR value shall be reported. It shall take all the following values:07/12/2015; ---|--- (b) | 08/12/2015; ---|--- (c) | 09/12/2015; ---|--- (d) | 10/12/2015; ---|--- (e) | 11/12/2015; ---|--- (f) | 14/12/2015; ---|--- (g) | 15/12/2015; ---|--- (h) | 16/12/2015; ---|--- (i) | 17/12/2015; ---|--- (j) | 18/12/2015. ---|--- 020 | VaR | Article 365 of Regulation (EU) No 575/2013 | The 10-day VaR obtained for each individual portfolio, without applying the ‘3+’ regulatory multiplier, shall be reported. Figures shall be reported for each of the dates provided in column 010. Figures shall be reported using a minimum precision equivalent to thousands of units and be reported in the base currency bof the portfolio. 030 | sVaR | Article 365 of Regulation (EU) No 575/2013 | The 10-day sVaR obtained for each individual portfolio, without applying the ‘3+’ regulatory multiplier, shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank if the institution does not calculate a sVaR on the date provided in column 010 (i.e. zero values shall be reported only if the result of the calculation is actually zero). Figures shall be reported using a minimum precision equivalent to thousands of units and be reported in the base currency of the portfolio. C 108.00 — One year Profit & Loss VaR This template shall be filled only by institutions that calculate VaR using historical simulation. Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Section 1 of Annex V | The Portfolio number taken from Annex V (Section 1) shall be reported. Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Date | Article 365(1)(d) of Regulation (EU) No 575/2013 | Each business day, according to the calendar in the institution's jurisdiction, between 19 December 2014 and 18 December 2015 shall be reported. 020 | Daily P&L | | The one-year data series with the portfolio valuation change (i.e. daily P&L) produced on each business day (i.e. by comparing the end-of-day valuation on each business day reported in column 10 with the end-of-day valuation on the previous business day). In case a day is a bank holiday in the relevant jurisdiction, this cell shall be left blank (i.e. a zero P&L shall be reported only if there really was no change in the hypothetical value of the portfolio on a given business day). Figures shall be reported using a minimum precision equivalent to thousands of units and be reported in the base currency of the portfolio. C 109.01 — IRC. Details of the Model Row | Label | Legal reference | Instructions ---|---|---|--- 010 | Number of modelling factors | EBA/GL/2012/3 | The number of modelling factors at the overall IRC model level shall be reported. The answer shall be one of the following: | (a) | 1; ---|--- (b) | 2; ---|--- (c) | More than 2. ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 020 | Source of LGDs | EBA/GL/2012/3 | The source of LGDs at the overall IRC Model level shall be reported. The answer shall be one of the following: | (a) | Market Convention; ---|--- (b) | LGD used in IRB; ---|--- (c) | Other. ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. C 109.02 — IRC. Details by Portfolio Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Section 1 of Annex V | The portfolio number taken from Annex V (Section 1), only for those portfolios where IRC is requested, shall be reported.

Row | Label | Legal reference | Instructions ---|---|---|--- 10 | Liquidity Horizon | Article 374(5) of Regulation (EU) No 575/2013 and EBA/GL/2012/3 | The liquidity horizon applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | 3 months; ---|--- (b) | 3 to 6 months; ---|--- (c) | 6 to 9 months; ---|--- (d) | 9 to 12 months. ---|--- 20 | Source of PDs | EBA/GL/2012/3 | The source of PDs applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Rating Agencies; ---|--- (b) | IRB; ---|--- (c) | Market implied; ---|--- (d) | Other. ---|--- 30 | Source of transition matrices | EBA/GL/2012/3 | The source of transition matrices applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Rating Agencies; ---|--- (b) | IRB; ---|--- (c) | Market implied; ---|--- (d) | Other. ---|--- C 109.03 — IRC. Amount by Portfolio/Date Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Section 1 of Annex V | The portfolio number taken from Annex V(Section 1), only for those portfolios where IRC is requested, shall be reported. Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Date | | The date of the IRC shall be reported. It shall take all the following values: | (a) | 07/12/2015; ---|--- (b) | 08/12/2015; ---|--- (c) | 09/12/2015; ---|--- (d) | 10/12/2015; ---|--- (e) | 11/12/2015; ---|--- (f) | 14/12/2015; ---|--- (g) | 15/12/2015; ---|--- (h) | 16/12/2015; ---|--- (i) | 17/12/2015; ---|--- (j) | 18/12/2015. ---|--- 020 | IRC | Articles 372 to 376 of Regulation (EU) No 575/2013 and EBA/GL/2012/3 | The regulatory IRC obtained for each individual portfolio shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank if the institution does not calculate an IRC on the date reported in column 010 (i.e. zero values shall be reported only if the result of the calculation is actually zero). Figures shall be reported using a minimum precision equivalent to thousands of units and be reported in the base currency of the portfolio. C 110.01 — CT. Details of the Model. Row | Label | Legal reference | Instructions ---|---|---|--- 010 | Number of modelling factors | Article 377 of Regulation (EU) No 575/2013 | The number of modelling factors at the overall Correlation Trading Model level shall be reported. The answer shall be one of the following: | (a) | 1; ---|--- (b) | 2; ---|--- (c) | More than 2. ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. 020 | Source of LGDs | Article 377 of Regulation (EU) No 575/2013 | The source of LGDs at the overall Correlation Trading Model level shall be reported. The answer shall be one of the following: | (a) | Market Convention; ---|--- (b) | LGD used in IRB; ---|--- (c) | Other. ---|--- Column 020 shall be used in case the institution wants to provide clarification on the answer given in column 010. C 110.02 — CT. Details by Portfolio. Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Section 3 of Annex V | The portfolio number taken from Annex V(Section 3) shall be reported. Row | Label | Legal reference | Instructions ---|---|---|--- 010 | Liquidity Horizon | Article 377(2) of Regulation (EU) No 575/2013 | The liquidity horizon applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | 3 months; ---|--- (b) | 3 to 6 months; ---|--- (c) | 6 to 9 months; ---|--- (d) | 9 to 12 months. ---|--- 020 | Source of PDs | Article 377 of Regulation (EU) No 575/2013 | The source of PDs applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Rating Agencies; ---|--- (b) | IRB; ---|--- (c) | Market implied; ---|--- (d) | Other. ---|--- 030 | Source of transition matrices | Article 377 of Regulation (EU) No 575/2013 | The source of the transition matrices applied at the portfolio level shall be reported. The answer shall be one of the following: | (a) | Rating Agencies; ---|--- (b) | IRB; ---|--- (c) | Market implied; ---|--- (d) | Other. ---|--- C 110.03 — CT. APR by Portfolio/Date Instructions concerning sheets (z-axis) Label | Legal reference | Instructions ---|---|--- Portfolio | Section 3 of Annex V | The portfolio number taken from Annex V (Section 3). Column | Label | Legal reference | Instructions ---|---|---|--- 010 | Date | Article 377 of Regulation (EU) No 575/2013 | The date of the all price risk (‘APR’) shall be reported. It shall take all the following values: | (a) | 07/12/2015; ---|--- (b) | 08/12/2015; ---|--- (c) | 09/12/2015; ---|--- (d) | 10/12/2015; ---|--- (e) | 11/12/2015; ---|--- (f) | 14/12/2015; ---|--- (g) | 15/12/2015; ---|--- (h) | 16/12/2015; ---|--- (i) | 17/12/2015; ---|--- (j) | 18/12/2015. ---|--- 60 | APR | Article 377 of Regulation (EU) No 575/2013 | The results obtained by applying the regulatory Correlation Trading Model to each individual portfolio shall be reported. Figures shall be reported for each of the dates provided in column 010. The cell shall be left blank if the institution does not use a Correlation Trading Model on the date provided in column 010 (i.e. zero values shall be reported only if the result of the calculation is actually zero). Figures shall be reported using a minimum precision equivalent to thousands of units and be reported in the base currency of the portfolio. * * * ANNEX VII RESULTS SUPERVISORY BENCHMARKING PORTFOLIOS. MARKET RISK RESULTS BENCHMARKING PORTFOLIOS. MARKET RISK --- Template number | Template code | Name of the template /group of templates | Short name | INITIAL MARKET VALUATION 106 | C 106.00 | INITIAL MARKET VALUATION AND EXCLUSION JUSTIFICATION | IMV | VaR AND sVaR NON-CTP 107,1 | C 107.01 | DETAILS | VaR&SVaR 1 107,2 | C 107.02 | BASE CURRENCY RESULTS | VaR&SVaR 2 | ONE YEAR PROFIT & LOSS VaR 108 | C 108.00 | ONE-YEAR PROFIT & LOSS VaR | 1Y P&L | INCREMENTAL RISK CHARGE 109,1 | C 109.01 | IRC. DETAILS OF THE MODEL | IRC 1 109,2 | C 109.02 | IRC. DETAILS BY PORTFOLIO | IRC 2 109,3 | C 109.03 | IRC. AMOUNT BY PORTFOLIO/DATE | IRC 3 | CORRELATION TRADING 110,1 | C 110.01 | CT. DETAILS OF THE MODEL | CT 1 110,2 | C 110.02 | CT. DETAILS BY PORTFOLIO | CT 2 110,3 | C 110.03 | CT. AMOUNT BY PORTFOLIO/DATE | CT 3 C 106.00 — INITIAL MARKET VALUATION AND EXCLUSION JUSTIFICATION Portfolio ID | Portfolio Modelled for Var + sVaR (YES/NO) | Portfolio Modelled for IRC (YES/NO) | Portfolio Modelled for Correlation Trading (YES/NO) | Rationale for Exclusion | Free text box | Initial Market Valuation ---|---|---|---|---|---|--- 010 | 020 | 030 | 040 | 050 | 060 | 070 | | | | | | C 107.01 — VaR AND sVaR NON-CTP. DETAILS | Option | Free text box ---|---|--- 010 | 020 VaR 010 | Methodology | | 020 | Liquidity Horizon | | 030 | Lenght of observation period | | 040 | Data Weighting | | 050 | Backtesting add-on | | 060 | Regulatory add-on | | SVaR 070 | Methodology | | 080 | Liquidity Horizon | | 090 | Regulatory add-on | | C 107.02 — VaR AND sVaR NON-CTP. BASE CURRENCY RESULTS Portfolio | ---|--- Date | VaR | sVaR | 010 | 020 | 030 | | C 108.00 — ONE-YEAR PROFIT & LOSS VaR Portfolio | ---|--- Date | Daily P&L 010 | 020 | C 109.01 — IRC. DETAILS OF THE MODEL | Option | Free text box ---|---|--- Row | Item | 010 | 020 010 | Number of modelling factors | | 020 | Source of LGDs | | C 109.02 — IRC. DETAILS BY PORTFOLIO Portfolio | ---|--- | Option | Row | Item | 010 010 | Liquidity Horizon | 020 | Source of PDs | 030 | Source of transition matrices | C 109.03 — IRC. AMOUNT BY PORTFOLIO/DATE Portfolio | ---|--- Date | IRC | 010 | 020 C 110.01 — CT. DETAILS OF THE MODEL | Option | Free text box ---|---|--- Row | Item | 010 | 020 010 | Number of modelling factors | | 020 | Source of LGDs | | C 110.02 — CT. DETAILS BY PORTFOLIO Portfolio | ---|--- | Option | Row | Item | 010 010 | Liquidity Horizon | 020 | Source of PDs | 030 | Source of transition matrices | C 110.03 — CT. APR BY PORTFOLIO/DATE Portfolio | ---|--- Date | APR | 010 | 020 | * * *