Commerzbank AG — Capital/Financing Update 2015

Nov 25, 2015

Bank Name Master_version_2015 TRA Templates 26102015	Commerzbank AG
LEI Code Name_of_submitted_file_Name_of_submitted_file_Name_of_submitted_file_Name_of_submitted_file_ITS_DE_851WYGNLUQLFZBSYGB56.xlsx_08/09/2015 08:59:37	851WYGNLUQLFZBSYGB56
Country Code ITS_update_04_Nov_2015 at 14:19:19	DE

2015 EU-wide Transparency Exercise ^{201412 201506}

Capital

CRR / CRDIV DEFINITION OF CAPITAL	As of 31/12/2014	As of 30/06/2015	COREP CODE	REGULATION
OWN FUNDS	31,476	32,604	CA1 {1}	Articles 4(118) and 72 of CRR
COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)	25,123	26,646	CA1 {1.1.1}	Article 50 of CRR
Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments)	16,998	18,397	CA1 {1.1.1.1}	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
Retained earnings	10,335	11,153	CA1 {1.1.1.2}	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (l) of CRR
Accumulated other comprehensive income	-956	-729	CA1 {1.1.1.3}	Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR
Other Reserves	-432	-169	CA1 {1.1.1.4}	Articles 4(117) and 26(1) point (e) of CRR
Funds for general banking risk	0	0	CA1 {1.1.1.5}	Articles 4(112), 26(1) point (f) and 36 (1) point (l) of CRR
Minority interest given recognition in CET1 capital	388	430	CA1 {1.1.1.7}	Article 84 of CRR
Adjustments to CET1 due to prudential filters	-394	-498	CA1 {1.1.1.9}	Articles 32 to 35 and 36 (1) point (l) of CRR
(-) Intangible assets (including Goodwill)	-3,059	-3,107	CA1 {1.1.1.10 + 1.1.1.11}	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
(-) DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs	-639	-507	CA1 {1.1.1.12}	Articles 36(1) point (c) and 38 of CRR
(-) IRB shortfall of credit risk adjustments to expected losses	-827	-1,310	CA1 {1.1.1.13}	Articles 36(1) point (d), 40 and 159 of CRR
(-) Defined benefit pension fund assets	-283	-295	CA1 {1.1.1.14}	Articles 4(109), 36(1) point (e) and 41 of CRR
(-) Reciprocal cross holdings in CET1 Capital	0	0	CA1 {1.1.1.15}	Articles 4(122), 36(1) point (g) and 44 of CRR
(-) Excess deduction from AT1 items over AT1 Capital	0	0	CA1 {1.1.1.16}	Article 36(1) point (j) of CRR
(-) Deductions related to assets which can alternatively be subject to a 1.250% risk weight	-360	-302	CA1 {1.1.1.17 to 1.1.1.21}	Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR; Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point k) (iii) and 379(3) of CRR; Articles 36(1) point k) (iv) and 153(8) of CRR and Articles 36(1) point k) (v) and 155(4) of CRR.
Of which: from securitisation positions (-)	-360	-302	CA1 {1.1.1.18}	Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point (b) and 258 of CRR
(-) Holdings of CET1 capital instruments of financial sector entities where the institiution does not have a significant investment	0	0	CA1 {1.1.1.22}	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
(-) Deductible DTAs that rely on future profitability and arise from temporary differences	-444	-186	CA1 {1.1.1.23}	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
(-) Holdings of CET1 capital instruments of financial sector entities where the institiution has a significant investment	0	0	CA1 {1.1.1.24}	Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
(-) Amount exceding the 17.65% threshold	0	0	CA1 {1.1.1.25}	Article 470 of CRR
Other CET1 capital elements and deductions	-49	0	CA1 {1.1.1.27} + CA1 {1.1.1.28}	-
Transitional adjustments	4,844	3,769	CA1 {1.1.1.6 + 1.1.1.8 + 1.1.1.26}	-
Transitional adjustments due to grandfathered CET1 Capital instruments (+/-)	0	0	CA1 {1.1.1.6}	Articles 483(1) to (3), and 484 to 487 of CRR
Transitional adjustments due to additional minority interests (+/-)	356	274	CA1 {1.1.1.8}	Articles 479 and 480 of CRR
Other transitional adjustments to CET1 Capital (+/-)	4,488	3,495	CA1 {1.1.1.26}	Articles 469 to 472, 478 and 481 of CRR
ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional adjustments)	0	0	CA1 {1.1.2}	Article 61 of CRR
Additional Tier 1 Capital instruments (including grandfathered amounts)	935	1,003	CA1 {1.1.2.1} + CA1 {1.1.2.2} + CA1 {1.1.2.3} + CA1 {1.1.2.4}
Other additional Tier 1 Capital components and deductions (after transitional adjustments)	-935	-1,003	CA1 {1.1.2} - (CA1 {1.1.2.1} + CA1 {1.1.2.2} + CA1 {1.1.2.3} + CA1 {1.1.2.4})
TIER 1 CAPITAL (net of deductions and after transitional adjustments)	25,123	26,646	CA1 {1.1}	Article 25 of CRR
TIER 2 CAPITAL (net of deductions and after transitional adjustments)	6,353	5,958	CA1 {1.2}	Article 71 of CRR
Tier 2 Capital instruments (including grandfathered amounts)	6,684	6,351	CA1 {1.2.1} + CA1 {1.2.2} + CA1 {1.2.3} + CA1 {1.2.4}
Other Tier 2 Capital components and deductions (after transitional adjustments)	-331	-393	CA1 {1.2} - (CA1 {1.2.1} + CA1 {1.2.2} + CA1 {1.2.3} + CA1 {1.2.4})
TOTAL RISK EXPOSURE AMOUNT	215,178	215,318	CA2 {1}	Articles 92(3), 95, 96 and 98 of CRR
Common Equity Tier 1 Capital ratio	11.68%	12.38%	CA3 {1}	-
Tier 1 Capital ratio	11.68%	12.38%	CA3 {3}	-
Total Capital ratio	14.63%	15.14%	CA3 {5}	-

Risk exposure amounts

Commerzbank AG

(mln EUR)	as of 31/12/2014	as of 30/06/2015
Risk exposure amounts for credit risk	173,561	172,295
Risk exposure amount for securitisation and re-securitisations in the banking book	3,112	3,174
Risk exposure amount for contributions to the default fund of a CCP	8	10
Risk exposure amount Other credit risk	170,442	169,112
Risk exposure amount for position, foreign exchange and commodities (Market risk)	9,576	11,879
of which: Risk exposure amount for securitisation and re-securitisations in the trading book 1	13	15
Risk exposure amount for Credit Valuation Adjustment	10,479	8,489
Risk exposure amount for operational risk	21,560	22,655
Other risk exposure amounts	1	0
Total Risk Exposure Amount	215,178	215,318

(1) May include hedges, which are not securitisation positions, as per Article 338.3 of CRR

Commerzbank AG

(mln EUR)	As of 31/12/2014	As of 30/06/2015
Interest income	11,967	5,365
Of which debt securities income	2,496	1,159
Of which loans and advances income	8,963	4,129
Interest expenses	7,164	3,358
(Of which deposits expenses)	4,070	1,684
(Of which debt securities issued expenses)	2,848	1,177
(Expenses on share capital repayable on demand)	0	0
Dividend income	791	982
Net Fee and commission income	3,173	1,721
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net	29	318
Gains or (-) losses on financial assets and liabilities held for trading, net	618	269
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	-182	120
Gains or (-) losses from hedge accounting, net	16	-54
Exchange differences [gain or (-) loss], net	53	-33
Net other operating income /(expenses)	59	17
TOTAL OPERATING INCOME, NET	9,360	5,348
(Administrative expenses)	6,439	3,431
(Depreciation)	407	220
(Provisions or (-) reversal of provisions)	753	78
(Commitments and guarantees given)	-37	28
(Other provisions)	790	50
Of which pending legal issues and tax litigation1	822
Of which restructuring1	35
(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)	1,182	601
(Loans and receivables)	1,168	586
(Held to maturity investments, AFS assets and financial assets measured at cost)	14	15
(Impairment or (-) reversal of impairment of investments in subsidaries, joint ventures and associates and on non-financial assets)	62	5
(of which Goodwill)	0	0
Negative goodwill recognised in profit or loss	0	0
Share of the profit or (-) loss of investments in subsidaries, joint ventures and associates	44	31
Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations	1	-44
PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS	561	1,000
PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS	335	700
Profit or (-) loss after tax from discontinued operations	0	0
PROFIT OR (-) LOSS FOR THE YEAR	335	700
Of which attributable to owners of the parent	236	644

(1) Information available only as of end of the year

Market Risk Commerzbank AG

		SA					IM										IM
	As of 31/12/2014	As of 30/06/2015					As of 31/12/2014										As of 30/06/2015
			VaR (Memorandum item)		STRESSED VaR (Memorandum item)		INCREMENTAL DEFAULT AND MIGRATION RISK CAPITAL CHARGE			ALL PRICE RISKS CAPITAL CHARGE FOR CTP			VaR (Memorandum item)		STRESSED VaR (Memorandum item)		CAPITAL CHARGE	INCREMENTAL DEFAULT AND MIGRATION RISK		ALL PRICE RISKS CAPITAL CHARGE FOR CTP
(mln EUR)	TOTAL RISK EXPOSURE AMOUNT	TOTAL RISK EXPOSURE AMOUNT	MULTIPLICATION FACTOR (mc) x AVERAGE OF PREVIOUS 60 WORKING DAYS (VaRavg)	PREVIOUS DAY (VaRt-1)	MULTIPLICATION FACTOR (ms) x AVERAGE OF PREVIOUS 60 WORKING DAYS (SVaRavg)	LATEST AVAILABLE (SVaRt-1)	12 WEEKS AVERAGE MEASURE	LAST MEASURE FLOOR		12 WEEKS AVERAGE MEASURE	LAST MEASURE	TOTAL RISK EXPOSURE AMOUNT	MULTIPLICATION FACTOR (mc) x AVERAGE OF PREVIOUS 60 WORKING DAYS (VaRavg)	PREVIOUS DAY (VaRt-1)	MULTIPLICATION FACTOR (ms) x AVERAGE OF PREVIOUS 60 WORKING DAYS (SVaRavg)	LATEST AVAILABLE (SVaRt-1)	12 WEEKS AVERAGE MEASURE	LAST MEASURE FLOOR		12 WEEKS AVERAGE MEASURE	LAST MEASURE	TOTAL RISK EXPOSURE AMOUNT
Traded Debt Instruments	425	406	142	27	387	123							175	50	453	134
Of which: General risk	364	347	134	24	377	120							166	48	441	131
Of which: Specific risk	60	54	32	10	57	17							36	9	75	17
Equities	9	7	63	16	117	26							59	13	110	30
Of which: General risk	5	4	61	16	115	26							56	13	107	30
Of which: Specific risk	4	3	2	0	2	0							3	0	3	0
Foreign exchange risk Commodities risk	330 0	355 3	125 25	37 9	171 55	46 11							205 21	65 6	229 25	58 12
Total	764	771	202	51	345	119	158	158	0	0	0	8,812	290	72	404	120	195	192	0	0	0	11,108

Credit Risk - Standardised Approach

	Commerzbank AG				Standardised Approach
			As of 31/12/2014				As of 30/06/2015
		Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions
	Central governments or central banks	40,077	46,224	374		49,626	54,860	288
	Regional governments or local authorities	37,064	36,479	588		33,161	35,417	624
	Public sector entities	13,704	13,852	446		9,639	9,764	446
	Multilateral Development Banks	344	512	0		282	428	0
	International Organisations	522	522	0		391	391	0
	Institutions	9,691	8,684	1,729		9,535	9,266	1,589
	Corporates	19,792	11,829	8,522		17,861	11,461	8,777
	of which: SME	804	509	484		514	244	237
	Retail of which: SME	5,019 560	1,689 433	1,188 247		4,397 143	1,221 78	903 45
Consolidated data	Secured by mortgages on immovable property	1,633	1,625	681		1,665	1,656	677
	of which: SME	73	72	27		35	35	13
	Exposures in default	1,047	575	736	383	1,207	682	859	463
	Items associated with particularly high risk	644	644	966		237	237	356
	Covered bonds	135	135	27		131	131	23
	Claims on institutions and corporates with a ST credit assessment	311	311	83		1,645	1,645	175
	Collective investments undertakings (CIU)	10,698	10,698	6,001		10,494	10,494	5,406
	Equity	1,474	1,474	1,782		1,530	1,530	1,973
	Securitisation	6,102	5,257	1,499		6,167	5,313	1,433
	Other exposures	4,088	4,088	7,785		4,363	4,363	8,233
	Standardised Total	152,345	144,599	32,407	753	152,329	148,859	31,762	866

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

(2) Total value adjustments and provisions per country of counterparty does not include Securistisation exposures

(2) Total value adjustments and provisions per country of counterparty does not include Securistisation exposures

					Standardised Approach
			As of 31/12/2014				As of 30/06/2015
	1	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	4,543	8,750	0		20,526	24,179	0
	Regional governments or local authorities	25,456	24,794	1		21,539	21,303	1
	Public sector entities	11,855	12,110	111		7,632	7,870	107
	Multilateral Development Banks	0	169	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	5,313	5,197	807		6,693	6,595	1,022
	Corporates	4,637	2,691	2,440		4,738	2,957	2,715
	of which: SME	139	100	97		93	49	48
	Retail	4,010	952	687		3,719	742	544
	of which: SME	208	143	82		99	74	42
GERMANY	Secured by mortgages on immovable property	997	995	447		840	836	379
	of which: SME	47	46	18		11	11	5
	Exposures in default	310	158	195	135	210	117	158	79
	Items associated with particularly high risk	644	644	966		235	235	353
	Covered bonds	1	1	0		1	1	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	4,791	4,791	2,971		4,494	4,494	2,198
	Equity	911	911	1,139		990	990	1,356
	Securitisation
	Other exposures	3,669	3,669	7,105		3,867	3,867	7,460
	Standardised Total2 (1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).				143				86

						Standardised Approach
			As of 31/12/2014				As of 30/06/2015
2		Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	3,544	4,086	0		43	597	0
	Regional governments or local authorities	4,101	4,101	0		4,355	4,355	0
	Public sector entities	202	202	0		228	228	0
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	1,408	769	149		806	585	97
	Corporates	5,127	4,489	2,581		4,802	4,129	2,540
	of which: SME	16	0	0		18	0	0
	Retail	29	18	13		6	1	1
	of which: SME	0	0	0		0	0	0
UNITED KINGDOM	Secured by mortgages on immovable property	2	2	1		12	12	4
	of which: SME	0	0	0		0	0	0
	Exposures in default	5	4	6	0	3	2	3	0
	Items associated with particularly high risk	0	0	0		1	1	2
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		2	2	0
	Collective investments undertakings (CIU)	612	612	440		725	725	512
	Equity	81	81	85		86	86	86
	Securitisation
	Other exposures	0	0	0		0	0	0
	Standardised Total2				1				0

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value adjustments and provisions per country of counterparty does not include Securistisation exposures

						Standardised Approach
			As of 31/12/2014				As of 30/06/2015
	3	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	7,805	7,889	24		7,458	7,544	11
	Regional governments or local authorities	392	454	91		343	400	80
	Public sector entities	39	17	13		47	24	19
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	562	290	136		12	17	4
	Corporates	3,793	1,623	1,589		2,582	1,674	1,638
	of which: SME	461	349	328		279	186	180
	Retail	410	357	217		113	102	77
	of which: SME	325	287	164		1	0	0
POLAND	Secured by mortgages on immovable property	597	592	214		730	725	259
	of which: SME	26	25	9		0	0	0
	Exposures in default	241	74	81	97	188	60	65	80
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	24	24	1		3	3	3
	Equity	128	128	153		127	127	152
	Securitisation
	Other exposures	93	93	218		98	98	234
	Standardised Total2				107				86
	(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

						Standardised Approach
			As of 31/12/2014				As of 30/06/2015
	4	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	428	428	0		331	331	0
	Regional governments or local authorities	754	754	261		791	791	272
	Public sector entities	1,004	1,004	201		1,175	1,173	235
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	572	489	114		740	740	149
	Corporates	967	768	282		1,084	913	746
	of which: SME	0	0	0		0	0	0
	Retail	3	1	1		3	1	1
	of which: SME	0	0	0		0	0	0
UNITED STATES	Secured by mortgages on immovable property	1	1	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Exposures in default	354	280	380	73	366	303	429	62
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU)	308 694	308 694	82 480		1,642 730	1,642 730	175 534
	Equity	99	99	99		108	108	108
	Securitisation
	Other exposures	0	0	0		0	0	0
	Standardised Total2				75				65

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value adjustments and provisions per country of counterparty does not include Securistisation exposures

					Standardised Approach
			As of 31/12/2014				As of 30/06/2015
	5	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	10,201	10,316	179		9,686	9,736	102
	Regional governments or local authorities	2,842	2,841	108		2,805	2,917	111
	Public sector entities	21	21	0		30	30	0
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	78	46	27		14	14	14
	Corporates	401	286	286		398	286	286
	of which: SME	0	0	0		0	0	0
	Retail	1	0	0		1	0	0
	of which: SME	1	0	0		1	0	0
ITALY	Secured by mortgages on immovable property	0	0	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Exposures in default	8	8	13	0	8	8	11	0
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	147	147	20		125	125	20
	Equity	25	25	25		25	25	25
	Securitisation
	Other exposures	0	0	0		0	0	0
	Standardised Total2				0				0

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value adjustments and provisions per country of counterparty does not include Securistisation exposures

						Standardised Approach
			As of 31/12/2014				As of 30/06/2015
	6	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	516	516	0		516	598	0
	Regional governments or local authorities	151	151	1		63	63	12
	Public sector entities	254	254	0		267	267	0
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	484	465	35		366	367	18
	Corporates	1,006	995	419		880	863	267
	of which: SME	28	21	21		12	3	3
	Retail	33	27	20		8	3	2
	of which: SME	3	1	1		3	0	0
FRANCE	Secured by mortgages on immovable property	0	0	0		41	41	14
	of which: SME	0	0	0		18	18	6
	Exposures in default	4	4	6	0	3	0	0	3
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	1,081	1,081	446		1,160	1,160	508
	Equity	0	0	0		0	0	0
	Securitisation
	Other exposures	0	0	0		3	3	3
	Standardised Total2				0				4

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value adjustments and provisions per country of counterparty does not include Securistisation exposures

						Standardised Approach
			As of 31/12/2014				As of 30/06/2015
	7	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	2,732	2,840	0		2,832	2,859	0
	Regional governments or local authorities	2,255	2,255	22		2,207	2,315	23
	Public sector entities	60	0	0		60	0	0
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	12	8	3		0	0	0
	Corporates	331	284	284		196	148	148
	of which: SME	0	0	0		0	0	0
	Retail	5	0	0		9	3	2
	of which: SME	0	0	0		5	3	1
SPAIN	Secured by mortgages on immovable property	0	0	0		1	1	0
	of which: SME	0	0	0		0	0	0
	Exposures in default	0	0	0	0	0	0	0	0
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	94	94	19		100	100	20
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	150	150	18		125	125	13
	Equity	1	1	1		2	2	2
	Securitisation
	Other exposures	0	0	0		0	0	0
	Standardised Total2				0				0

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value adjustments and provisions per country of counterparty does not include Securistisation exposures

						Standardised Approach
			As of 31/12/2014				As of 30/06/2015
	8	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	4,003	4,003	0		2,867	2,936	0
	Regional governments or local authorities	1	1	0		0	0	0
	Public sector entities	30	5	1		29	4	1
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	38	37	10		0	0	0
	Corporates	83	79	79		75	70	70
	of which: SME	4	1	1		0	0	0
	Retail	4	1	1		4	1	1
	of which: SME	0	0	0		0	0	0
NETHERLANDS	Secured by mortgages on immovable property	5	5	2		4	4	2
	of which: SME	0	0	0		0	0	0
	Exposures in default	1	0	0	1	1	0	0	1
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU) Equity	907 74	907 74	463 74		734 74	734 74	341 74
	Securitisation
	Other exposures	0	0	0		0	0	0
	Standardised Total2				1				1

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value adjustments and provisions per country of counterparty does not include Securistisation exposures

						Standardised Approach
			As of 31/12/2014				As of 30/06/2015
	9	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	0	0	0		0	0	0
	Regional governments or local authorities	26	26	0		0	0	0
	Public sector entities	93	93	47		33	30	15
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	325	410	130		183	238	57
	Corporates	0	0	0		6	0	0
	of which: SME	0	0	0		0	0	0
	Retail	41	2	2		17	2	2
	of which: SME	0	0	0		0	0	0
SWITZERLAND	Secured by mortgages on immovable property	1	1	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Exposures in default	0	0	0	0	0	0	0	0
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	48	48	28		29	29	29
	Equity	32	32	32		32	32	32
	Securitisation
	Other exposures	0	0	0		0	0	0
	Standardised Total2				0				0

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value adjustments and provisions per country of counterparty does not include Securistisation exposures

					Standardised Approach
			As of 31/12/2014				As of 30/06/2015
	10	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	1,616	2,082	0		1,296	1,331	0
	Regional governments or local authorities	66	66	0		64	159	0
	Public sector entities	0	0	0		0	0	0
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	54	27	8		10	10	2
	Corporates	631	164	163		4	3	4
	of which: SME	0	0	0		0	0	0
	Retail	5	1	0		5	1	0
	of which: SME	0	0	0		0	0	0
AUSTRIA	Secured by mortgages on immovable property	1	1	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Exposures in default	1	1	1	0	354	184	184	169
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	30	30	3		30	30	3
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	148	148	54		147	147	30
	Equity	0	0	0		0	0	0
	Securitisation
	Other exposures	0	0	0		0	0	0
	Standardised Total2				0				169

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value adjustments and provisions per country of counterparty does not include Securistisation exposures

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

	Credit Risk - IRB Approach
	Commerzbank AG						IRB Approach
					As of 31/12/2014						As of 30/06/2015
			Original Exposure1	Exposure	Risk exposure amount		Value adjustments	Original Exposure1		Exposure	Risk exposure amount		Value adjustments
	(mln EUR, %)		Of which: defaulted	Value1		Of which: defaulted	and provisions		Of which: defaulted	Value1		Of which: defaulted	and provisions
	Central banks and central governments Institutions	15,940	1	15,510	5,151	0	2	22,297	2	21,162	5,548	0	2
	Corporates	74,611 214,608	365 9,653	68,712 ######## 84,093	29,059	9 1,904	219 4,541	69,875 222,393	255 8,414	64,074 ######## 84,678	26,963	7 2,144	139 3,924
	Corporates - Of Which: Specialised Lending	41,360	6,131	39,562	27,859	1,510	2,759	39,190	5,178	37,096	26,429	1,759	2,199
	Corporates - Of Which: SME	15,940	746	12,556	6,041	91	405	16,327	681	12,827	6,065	155	374
	Retail	105,460	1,843	95,321	18,098	1,314	987	111,195	1,802	######## 18,490		1,195	1,000
	Retail - Secured on real estate property	53,864	671	53,797	9,718	770	254	65,135	803	65,053	10,852	917	329
	Retail - Secured on real estate property - Of Which:	1,607	5	1,580	161	2	2	1,098	53	1,068	461	194	20
Consolidated data	SME Retail - Secured on real estate property - Of Which:	52,256	666	52,217	9,557	768	252	64,037	750	63,985	10,391	723	309
	non-SME Retail - Qualifying Revolving	13,618	69	8,964	1,132	0	64	13,961	65	9,182	1,076	0	58
	Retail - Other Retail	37,978	1,104	32,559	7,247	544	669	32,099	935	26,554	6,563	278	612
	Retail - Other Retail - Of Which: SME	13,170	392	9,295	2,367	163	249	12,822	372	8,874	2,176	76	236
	Retail - Other Retail - Of Which: non-SME	24,808	712	23,264	4,881	380	420	19,277	563	17,680	4,386	202	376
	Equity	0	0	0	0	0		0	0	0	0	0
	Securitisation	8,985		8,985	1,612		0	9,718		9,718	1,741		0
	Other non credit-obligation assets				3,133						3,103
	IRB Total				########						#######

							IRB Approach
					As of 31/12/2014						As of 30/06/2015
			Original Exposure1	Exposure		Risk exposure amount	Value adjustments		Original Exposure1	Exposure		Risk exposure amount	Value adjustments
1	(mln EUR, %)		Of which: defaulted	Value1		Of which: defaulted	and provisions		Of which: defaulted	Value1		Of which: defaulted	and provisions
	Central banks and central governments	3	0	221	24	0	0	2	0	2	3	0	0
	Institutions	11,325	7	12,332	2,872	1	8	10,075	7	11,335	3,277	2	8
	Corporates	113,155	5,246	76,763	40,352	1,252	2,629	112,878	3,820	76,843	37,942	1,215	1,973
	Corporates - Of Which: Specialised Lending	19,665	3,627	18,561	11,896	1,217	1,621	17,499	2,523	16,351	10,568	1,185	1,114
	Corporates - Of Which: SME	13,500	568	10,665	4,817	13	309	13,773	496	10,963	4,705	13	274
	Retail	94,033	1,219	84,421	14,053	263	665	98,067	1,129	88,315	14,057	231	605
	Retail - Secured on real estate property	46,700	333	46,667	7,486	122	127	56,731	417	56,703	8,151	178	164
	Retail - Secured on real estate property - Of Which:	1,592	5	1,565	160	2	2	542	2	521	58	0	1
GERMANY	SME Retail - Secured on real estate property - Of Which:	45,108	329	45,103	7,325	120	125	56,189	414	56,182	8,093	178	163
	non-SME Retail - Qualifying Revolving	13,408	68	8,857	1,125	0	63	13,746	64	9,070	1,068	0	58
	Retail - Other Retail	33,925	818	28,898	5,442	142	475	27,590	648	22,541	4,838	53	383
	Retail - Other Retail - Of Which: SME	11,811	282	8,056	1,825	13	176	11,226	265	7,489	1,679	12	148
	Retail - Other Retail - Of Which: non-SME	22,114	536	20,842	3,617	129	299	16,365	384	15,052	3,159	41	235
	Equity	0	0	0	0	0	0	0	0	0	0	0	0
	Securitisation
	Other non credit-obligation assets
	IRB Total
	(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

								IRB Approach
						As of 31/12/2014						As of 30/06/2015
				Original Exposure1	Exposure		Risk exposure amount	Value adjustments	Original Exposure1		Exposure		Risk exposure amount	Value adjustments
2		(mln EUR, %)		Of which: defaulted	Value1		Of which: defaulted	and provisions		Of which: defaulted	Value1		Of which: defaulted	and provisions
		Central banks and central governments	0	0	7	2	0	0	0	0	0	0	0	0
	Institutions		5,908	0	5,895	2,469	0	1	6,141	70	6,079	2,243	0	1
	Corporates		13,783	548	11,809	7,692	0	101	15,551	176	13,282	8,532	0	20
		Corporates - Of Which: Specialised Lending	2,161	199	2,034	1,239	0	88	2,897	97	2,763	1,638	0	11
		Corporates - Of Which: SME	165	3	145	58	0	2	173	3	152	60	0	2
	Retail		124	1	115	17	0	1	131	1	123	20	0	1
		Retail - Secured on real estate property	75	0	75	11	0	0	84	1	84	13	0	0
		Retail - Secured on real estate property - Of Which:	0	0	0	0	0	0	0	0	0	0	0	0
UNITED KINGDOM		SME Retail - Secured on real estate property - Of Which:	75	0	75	11	0	0	84	1	84	13	0	0
		Retail - Qualifying Revolving non-SME	13	0	7	1	0	0	13	0	7	1	0	0
		Retail - Other Retail	37	1	33	6	0	0	34	0	32	6	0	0
		Retail - Other Retail - Of Which: SME	7	0	5	0	0	0	4	0	3	1	0	0
		Retail - Other Retail - Of Which: non-SME	30	1	28	5	0	0	30	0	28	5	0	0
	Equity		0	0	0	0	0	0	0	0	0	0	0	0
	Securitisation
		Other non credit-obligation assets
	IRB Total

							IRB Approach
					As of 31/12/2014						As of 30/06/2015
			Original Exposure1	Exposure Value1		Risk exposure amount	Value adjustments	Original Exposure1		Exposure Value1		Risk exposure amount	Value adjustments
3	(mln EUR, %)		Of which: defaulted			Of which: defaulted	and provisions		Of which: defaulted			Of which: defaulted	and provisions
	Central banks and central governments	632	0	676	157	0	0	571	0	569	120	0	0
	Institutions	191	0	178	91	0	0	560	0	518	218	0	0
	Corporates	8,881	288	7,284	6,003	339	234	9,591	295	7,773	6,667	334	247
	Corporates - Of Which: Specialised Lending	2,310	9	2,035	1,436	0	40	2,370	7	2,101	1,467	0	38
	Corporates - Of Which: SME	1,346	64	1,113	881	77	47	1,360	79	1,152	1,035	142	52
	Retail	9,873	598	9,542	3,833	1,045	309	11,293	645	10,923	4,204	957	380
	Retail - Secured on real estate property	6,458	330	6,424	2,120	645	125	7,576	374	7,521	2,581	733	161
	Retail - Secured on real estate property - Of Which:	0	0	0	0	0	0	544	51	535	401	194	20
POLAND	SME Retail - Secured on real estate property - Of Which:	6,458	330	6,424	2,120	645	125	7,032	323	6,986	2,180	539	141
	Retail - Qualifying Revolving non-SME	2	0	1	0	0	0	2	0	1	0	0	0
	Retail - Other Retail	3,414	268	3,117	1,713	400	184	3,715	271	3,401	1,622	224	219
	Retail - Other Retail - Of Which: SME	1,150	101	1,083	503	151	68	1,272	99	1,201	452	64	83
	Retail - Other Retail - Of Which: non-SME	2,264	167	2,035	1,210	249	116	2,444	172	2,200	1,170	161	136
	Equity	0	0	0	0	0	0	0	0	0	0	0	0
	Securitisation
	Other non credit-obligation assets
	IRB Total

							IRB Approach
					As of 31/12/2014						As of 30/06/2015
			Original Exposure1	Exposure Value1		Risk exposure amount	Value adjustments	Original Exposure1		Exposure Value1		Risk exposure amount	Value adjustments
4	(mln EUR, %)		Of which: defaulted			Of which: defaulted	and provisions		Of which: defaulted			Of which: defaulted	and provisions
	Central banks and central governments	1,669	0	1,669	0	0	0	5,376	0	5,376	0	0	0
	Institutions	3,660	177	4,012	865	0	84	4,534	13	4,829	1,353	0	3
	Corporates	9,835	251	6,067	3,082	19	52	12,304	435	7,764	3,938	21	54
	Corporates - Of Which: Specialised Lending	477	12	449	624	0	15	720	78	629	750	0	29
	Corporates - Of Which: SME	88	0	24	7	0	0	278	0	62	12	0	0
	Retail	119	1	106	16	0	1	212	3	130	18	0	1
	Retail - Secured on real estate property	64	1	64	9	0	0	78	1	78	10	0	0
	Retail - Secured on real estate property - Of Which:	0	0	0	0	0	0	0	0	0	0	0	0
UNITED STATES	SME Retail - Secured on real estate property - Of Which:	64	1	64	9	0	0	78	1	78	10	0	0
	Retail - Qualifying Revolving non-SME	16	0	8	1	0	0	17	0	8	1	0	0
	Retail - Other Retail	39	1	33	6	0	0	117	2	43	8	0	1
	Retail - Other Retail - Of Which: SME	9	0	7	1	0	0	90	0	18	4	0	0
	Retail - Other Retail - Of Which: non-SME	29	0	27	5	0	0	28	1	25	4	0	1
	Equity	0	0	0	0	0	0	0	0	0	0	0	0
	Securitisation
	Other non credit-obligation assets
	IRB Total
	(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

							IRB Approach
					As of 31/12/2014						As of 30/06/2015
		Original Exposure1		Exposure	Risk exposure amount		Value adjustments	Original Exposure1		Exposure		Risk exposure amount	Value adjustments
5	(mln EUR, %)		Of which: defaulted	Value1		Of which: defaulted	and provisions		Of which: defaulted	Value1		Of which: defaulted	and provisions
	Central banks and central governments	477	0	490	460	0	0	493	0	493	476	0	0
	Institutions	1,087	0	1,031	1,456	0	0	599	0	482	559	0	1
	Corporates	3,885	295	3,203	1,878	113	119	3,831	249	2,973	1,895	30	112
	Corporates - Of Which: Specialised Lending	1,571	267	1,564	1,075	113	106	1,697	238	1,578	1,221	30	111
	Corporates - Of Which: SME	11	5	8	1	0	0	12	5	9	4	0	0
	Retail	39	0	36	3	0	0	40	0	37	3	0	0
	Retail - Secured on real estate property	19	0	19	2	0	0	20	0	20	2	0	0
	Retail - Secured on real estate property - Of Which:	0	0	0	0	0	0	0	0	0	0	0	0
ITALY	SME Retail - Secured on real estate property - Of Which:	19	0	19	2	0	0	20	0	20	2	0	0
	non-SME Retail - Qualifying Revolving	7	0	4	0	0	0	7	0	4	0	0	0
	Retail - Other Retail	14	0	13	1	0	0	12	0	12	1	0	0
	Retail - Other Retail - Of Which: SME	4	0	4	0	0	0	4	0	3	1	0	0
	Retail - Other Retail - Of Which: non-SME	10	0	9	1	0	0	8	0	9	1	0	0
	Equity	0	0	0	0	0	0	0	0	0	0	0	0
	Securitisation
	Other non credit-obligation assets
	IRB Total
	(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

							IRB Approach
					As of 31/12/2014						As of 30/06/2015
		Original Exposure1		Exposure	Risk exposure amount		Value adjustments	Original Exposure1		Exposure		Risk exposure amount	Value adjustments
6	(mln EUR, %)		Of which: defaulted	Value1		Of which: defaulted	and provisions		Of which: defaulted	Value1		Of which: defaulted	and provisions
	Central banks and central governments	19	0	60	27	0	0	5	0	5	2	0	0
	Institutions	4,368	0	4,128	1,304	0	1	3,663	0	3,441	1,103	0	0
	Corporates	9,284	216	6,131	3,236	0	37	9,796	69	6,596	3,342	30	36
	Corporates - Of Which: Specialised Lending	1,903	193	1,874	1,128	0	34	1,780	46	1,706	962	30	22
	Corporates - Of Which: SME	14	0	14	7	0	0	15	0	15	7	0	0
	Retail	77	1	68	9	1	0	84	1	75	10	1	0
	Retail - Secured on real estate property	29	1	29	4	1	0	40	0	40	7	1	0
	Retail - Secured on real estate property - Of Which:	0	0	0	0	0	0	0	0	0	0	0	0
FRANCE	SME Retail - Secured on real estate property - Of Which:	29	1	29	4	1	0	40	0	40	7	1	0
	non-SME Retail - Qualifying Revolving	14	0	8	1	0	0	14	0	8	1	0	0
	Retail - Other Retail	34	1	30	4	0	0	30	0	27	3	0	0
	Retail - Other Retail - Of Which: SME	5	0	2	0	0	0	4	0	2	1	0	0
	Retail - Other Retail - Of Which: non-SME Equity	29	1	28	4	0	0	26	0	25	2	0	0
	Securitisation	0	0	0	0	0	0	0	0	0	0	0	0
	Other non credit-obligation assets
	IRB Total

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

							IRB Approach
					As of 31/12/2014						As of 30/06/2015
			Original Exposure1	Exposure	Risk exposure amount		Value adjustments	Original Exposure1		Exposure		Risk exposure amount	Value adjustments
7	(mln EUR, %)		Of which: defaulted	Value1		Of which: defaulted	and provisions		Of which: defaulted	Value1		Of which: defaulted	and provisions
	Central banks and central governments	32	0	32	37	0	0	33	0	33	31	0	0
	Institutions	4,206	0	4,140	2,191	0	4	3,299	0	3,232	1,292	0	4
	Corporates	2,649	138	1,805	1,221	0	53	2,679	138	1,793	1,284	0	54
	Corporates - Of Which: Specialised Lending	425	3	409	437	0	4	416	2	403	566	0	5
	Corporates - Of Which: SME	57	16	50	29	0	8	51	16	44	44	0	8
	Retail	35	1	26	4	0	1	35	1	26	3	0	1
	Retail - Secured on real estate property	8	0	8	1	0	0	12	1	12	1	0	0
	Retail - Secured on real estate property - Of Which:	0	0	0	0	0	0	0	0	0	0	0	0
SPAIN	SME Retail - Secured on real estate property - Of Which:	8	0	8	1	0	0	12	1	12	1	0	0
	Retail - Qualifying Revolving non-SME	9	0	5	0	0	0	9	0	4	0	0	0
	Retail - Other Retail	18	1	13	3	0	1	14	0	9	1	0	0
	Retail - Other Retail - Of Which: SME	9	0	5	2	0	0	4	0	2	0	0	0
	Retail - Other Retail - Of Which: non-SME	9	1	8	1	0	1	10	0	7	0	0	0
	Equity	0	0	0	0	0	0	0	0	0	0	0	0
	Securitisation
	Other non credit-obligation assets
	IRB Total
	(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

								IRB Approach
						As of 31/12/2014						As of 30/06/2015
			Original Exposure1		Exposure Value1		Risk exposure amount	Value adjustments	Original Exposure1		Exposure Value1		Risk exposure amount	Value adjustments
8		(mln EUR, %)		Of which: defaulted			Of which: defaulted	and provisions		Of which: defaulted			Of which: defaulted	and provisions
		Central banks and central governments	0	0	59	5	0	0	0	0	0	0	0	0
	Institutions		1,652	0	1,625	623	0	0	1,756	0	1,745	639	0	0
	Corporates		5,284	521	3,833	2,015	136	174	5,658	426	4,071	2,181	46	138
		Corporates - Of Which: Specialised Lending	1,206	513	1,157	567	135	168	1,058	419	1,017	533	46	132
		Corporates - Of Which: SME	13	1	10	4	1	0	38	0	35	13	0	0
	Retail		89	0	82	13	0	0	87	0	82	12	0	0
		Retail - Secured on real estate property	55	0	55	9	0	0	57	0	57	8	0	0
		Retail - Secured on real estate property - Of Which:	3	0	3	0	0	0	1	0	1	0	0	0
NETHERLANDS		SME Retail - Secured on real estate property - Of Which:	53	0	53	8	0	0	56	0	56	8	0	0
		non-SME Retail - Qualifying Revolving	9	0	5	0	0	0	9	0	5	0	0	0
		Retail - Other Retail	25	0	22	4	0	0	21	0	20	4	0	0
		Retail - Other Retail - Of Which: SME	11	0	8	2	0	0	10	0	9	3	0	0
		Retail - Other Retail - Of Which: non-SME	14	0	14	2	0	0	11	0	11	1	0	0
	Equity		0	0	0	0	0	0	0	0	0	0	0	0
	Securitisation
		Other non credit-obligation assets
	IRB Total

	IRB Approach
As of 31/12/2014 As of 30/06/2015
Original Exposure1 Risk exposure amount Original Exposure1 Value Exposure Exposure adjustments	Risk exposure amount Value adjustments
Value1 Value1 and provisions Of which: Of which: Of which: 9 (mln EUR, %) defaulted defaulted defaulted	and provisions Of which: defaulted
Central banks and central governments 1,011 0 1,011 85 0 0 1,203 0 1,203 95	0 0
Institutions 1,280 2 1,281 206 0 1 3,373 1 3,374 504	0 2
Corporates 6,241 13 4,018 1,299 0 9 7,479 13 4,258 1,514	0 11
Corporates - Of Which: Specialised Lending 469 12 463 155 0 7 373 11 369 145	0 9
Corporates - Of Which: SME 64 0 49 13 0 0 74 0 36 14	0 0
Retail 296 5 274 54 2 3 373 5 346 57	2 3
Retail - Secured on real estate property 165 1 165 36 1 1 198 2 198 35	1 1
Retail - Secured on real estate property - Of Which: 4 0 4 0 0 0 4 0 4 1	0 0
SWITZERLAND SME Retail - Secured on real estate property - Of Which: 161 1 161 35 1 0 194 2 194 35	1 1
non-SME Retail - Qualifying Revolving 25 0 14 1 0 0 25 0 14 1	0 0
Retail - Other Retail 106 4 95 17 1 2 149 3 133 21	0 2
Retail - Other Retail - Of Which: SME 24 0 19 4 0 0 25 0 19 4	0 0
Retail - Other Retail - Of Which: non-SME 82 4 77 13 1 2 124 3 114 16	0 2
Equity 0 0 0 0 0 0 0 0 0 0	0 0
Securitisation Other non credit-obligation assets
IRB Total

								IRB Approach
						As of 31/12/2014						As of 30/06/2015
				Original Exposure1	Exposure Value1		Risk exposure amount	Value adjustments	Original Exposure1		Exposure Value1		Risk exposure amount	Value adjustments
10		(mln EUR, %)		Of which: defaulted			Of which: defaulted	and provisions		Of which: defaulted			Of which: defaulted	and provisions
	Institutions	Central banks and central governments	0	0	110	11	0	0	0	0	0	0	0	0
	Corporates		2,827 1,891	0 15	2,810 1,427	955 748	0 0	0 14	1,903 2,276	0 224	1,958 1,719	1,529 812	0 0	0 53
		Corporates - Of Which: Specialised Lending	206	0	198	129	0	2	201	0	193	132	0	2
		Corporates - Of Which: SME	10	0	14	7	0	0	35	0	35	17	0	0
	Retail		88	1	77	15	0	0	104	1	94	18	0	0
		Retail - Secured on real estate property	29	0	29	4	0	0	36	0	36	4	0	0
		Retail - Secured on real estate property - Of Which:	0	0	0	0	0	0	0	0	0	0	0	0
AUSTRIA		SME Retail - Secured on real estate property - Of Which:	29	0	29	4	0	0	36	0	36	4	0	0
		non-SME Retail - Qualifying Revolving	9	0	6	1	0	0	9	0	6	1	0	0
		Retail - Other Retail	50	0	43	10	0	0	59	0	52	13	0	0
		Retail - Other Retail - Of Which: SME	10	0	6	2	0	0	12	0	6	1	0	0
		Retail - Other Retail - Of Which: non-SME	40	0	36	8	0	0	47	0	46	12	0	0
	Equity		0	0	0	0	0	0	0	0	0	0	0	0
	Securitisation
		Other non credit-obligation assets
	IRB Total

Sovereign Exposure

	(mln EUR)								As of 31/12/2014
			GROSS DIRECT LONG			NET DIRECT POSITIONS (gross exposures (long) net of cash short				DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)			INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
			EXPOSURES (accounting value gross of provisions) (1)			is a maturity matching) (1)	positions of sovereign debt to other counterpaties only where there	Derivatives with positive fair value			Derivatives with negative fair value		Derivatives with positive fair value Derivatives with negative fair	value
Residual Maturity	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book	of which: Financial assets held for trading (2)	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [	Austria	0	0	0	0	0	0	0	0	0	0	8	0	-4	0
[ 3M - 1Y [		32	1	32	0	0	30	0	0	0	0	23	0	-44	0
[ 1Y - 2Y [		93	1	93	54	0	0	0	0	0	0	24	0	-20	0
[ 2Y - 3Y [		3	3	3	0	0	0	0	0	0	0	166	4	-237	-12
[3Y - 5Y [		342	0	342	329	0	13	0	0	0	0	0	0	0	0
[5Y - 10Y [		341	40	325	300	0	-16	960	158	500	-140	0	0	0	0
[10Y - more		485	333	476	0	0	-4	20	9	0	0	0	0	0	0
Total		1,295	379	1,271	683	0	24	980	167	500	-140	222	5	-305	-13
[ 0 - 3M [	Belgium	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		41	30	41	10	0	0	0	0	0	0	4	0	-4	0
[ 1Y - 2Y [		24	0	24	0	0	24	0	0	0	0	20	0	-20	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		287	0	287	279	0	8	200	20	100	0	0	0	0	0
[5Y - 10Y [		2	0	2	0	0	2	0	0	0	0	0	0	0	0
[10Y - more		17	0	10	0	0	10	0	0	0	0	0	0	0	0
Total	Bulgaria	371	30	365	290	0	45	200	20	100	0	24	0	-24	0
[ 0 - 3M [		0	0	-2	0	0	-2	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	5	0	-17	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	39	0	-56	-1
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	51	1	-51	-1
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	1	0	-25	-1
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Cyprus	0	0	-2	0	0	-2	0	0	0	0	96	1	-149	-2
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		1	0	1	0	0	1	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	8	1	-8	-1
[3Y - 5Y [		0	0	-1	0	0	-1	0	0	0	0	0	0	0	0
[5Y - 10Y [		1	0	1	0	0	1	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Czech Republic	2	0	1	0	0	1	0	0	0	0	8	1	-8	-1
[ 0 - 3M [		18	0	18	18	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		39	0	39	38	0	1	0	0	0	0	3	0	-3	0
[ 1Y - 2Y [		124	0	124	121	0	2	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		29	0	29	26	0	3	0	0	0	0	0	0	0	0
[3Y - 5Y [		58	0	58	42	0	0	0	0	0	0	8	0	-8	0
[5Y - 10Y [		105	0	99	1	0	8	0	0	0	0	0	0	0	0
[10Y - more		2	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Denmark	375	0	367	247	0	15	0	0	0	0	11	0	-11	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	4	0	0	4	0	-4	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	40	-3	12	0	-12	0
[ 2Y - 3Y [		0	0	-1	0	0	-1	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Estonia	0	0	-1	0	0	-1	0	4	40	-3	16	0	-16	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		10	10	10	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Finland	10	10	10	0	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	4	0	-4	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	12	0	-12	0
[ 2Y - 3Y [		2	0	2	0	0	2	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	-1	0	0	-1	100	17	0	0	0	0	0	0
[5Y - 10Y [		21	0	17	20	0	-3	0	0	0	0	0	0	0	0
[10Y - more		107	100	98	0	0	-2	0	0	0	0	0	0	0	0
Total	France	131	100	117	20	0	-3	100	17	0	0	16	0	-16	0
[ 0 - 3M [		2	2	2	0	0	0	0	0	0	0	25	32	0	0
[ 3M - 1Y [		15	2	15	0	0	13	115	0	115	-7	45	0	-87	0
[ 1Y - 2Y [		29	0	29	0	0	1	0	0	0	0	121	1	-129	-1
[ 2Y - 3Y [		34	0	34	0	0	1	0	0	0	0	1,305	2	-1,622	-36
[3Y - 5Y [		527	5	523	520	0	-1	0	0	0	0	563	1	-622	-2
[5Y - 10Y [		223	28	123	0	0	95	22	3	0	0	32	41	-71	-92
[10Y - more		87	50	47	0	0	-17	0	0	0	0	0	0	0	0
Total		917	87	773	520	0	91	137	3	115	-7	2,091	77	-2,529	-131

Sovereign Exposure

	(mln EUR)								As of 31/12/2014
			GROSS DIRECT LONG EXPOSURES (accounting value		NET DIRECT POSITIONS (gross exposures (long) net of cash short		positions of sovereign debt to other counterpaties only where there			DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)			INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
			gross of provisions) (1)			is a maturity matching) (1)		Derivatives with positive fair value			Derivatives with negative fair value		Derivatives with positive fair value Derivatives with negative fair	value
Residual Maturity	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book	of which: Financial assets held for trading (2)	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Austria Germany	1,077 904 1,554 1,615 2,985 5,330 5,200 18,663	288 452 522 568 1,328 1,602 4,348 9,109	1,074 904 1,484 1,573 2,860 4,724 5,120 17,739	602 297 582 893 1,143 2,971 109 6,596	0 0 0 0 0 0 0 0	137 145 129 40 -6 -286 13 173	1,549 2,258 3,863 1,826 4,047 5,681 8,601 27,825	296 74 193 111 302 863 3,261 5,099	5,164 12,384 1,464 1,394 1,641 3,215 3,654 28,915	-1,245 -1,104 -130 -74 -127 -613 -1,727 -5,021	2,132 4 62 28 207 432 18 2,883	3,064 0 0 30 1 488 29 3,612	-3,061 -4 -62 -342 -200 -530 0 -4,198	-4,377 0 0 -366 0 -608 0 -5,351
[ 0 - 3M [	Croatia	0	0	0	0	0	0	0	0	0	0	0	0	-16	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	13	0	-14	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	22	0	-22	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	42	1	-58	-2
[3Y - 5Y [		4	0	4	0	0	4	0	0	0	0	8	0	-16	-1
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		4	0	4	0	0	4	0	0	0	0	85	2	-126	-3
[ 0 - 3M [	Greece	1	0	1	0	0	1	0	0	5	-5	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	8	1	-8	-1
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		1	0	1	0	0	1	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	2	1	-4	-1
[5Y - 10Y [		2	0	1	0	0	1	0	0	0	0	0	0	0	0
[10Y - more		4	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Hungary	7	0	3	0	0	3	0	0	5	-5	10	1	-12	-2
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	16	0	-16	0
[ 3M - 1Y [		106	0	106	59	47	0	0	0	0	0	165	1	-186	-2
[ 1Y - 2Y [		128	0	128	0	0	5	0	0	0	0	187	1	-453	-7
[ 2Y - 3Y [		49	0	49	0	0	3	0	0	0	0	91	1	-68	-1
[3Y - 5Y [		55	0	54	0	0	3	0	0	0	0	19	1	-18	-1
[5Y - 10Y [		242	7	242	0	0	5	0	0	0	0	0	0	-4	0
[10Y - more		7	6	7	0	0	1	0	0	0	0	0	0	0	0
Total	Ireland	588	13	587	59	47	18	0	0	0	0	479	4	-746	-10
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	4	0	-4	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	57	1	-65	-1
[ 2Y - 3Y [		87	0	87	87	0	0	0	0	0	0	25	0	-33	-1
[3Y - 5Y [		560	0	560	559	0	1	0	0	0	0	12	0	0	0
[5Y - 10Y [		2	0	2	0	0	2	0	0	0	0	25	2	-25	-4
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Italy	649	0	649	646	0	3	0	0	0	0	123	4	-127	-6
[ 0 - 3M [		98	0	98	0	0	1	0	0	0	0	0	0	0	0
[ 3M - 1Y [		180	0	179	0	0	-1	0	0	0	0	378	2	-518	-2
[ 1Y - 2Y [		186	0	168	0	0	56	0	0	0	0	521	4	-750	-5
[ 2Y - 3Y [		103	0	82	0	0	21	0	0	0	0	580	28	-502	-2
[3Y - 5Y [		491	0	429	302	0	3	0	0	0	0	240	3	-243	-3
[5Y - 10Y [		997	0	880	81	0	16	0	0	0	0	276	91	-374	-130
[10Y - more		8,935	0	8,884	4,779	0	-19	298	44	104	-13	0	0	0	0
Total	Latvia	10,990	0	10,721	5,162	0	77	298	44	104	-13	1,996	128	-2,386	-143
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	3	0	-19	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		11	0	11	0	0	11	0	0	0	0	12	0	-12	-1
[3Y - 5Y [		19	0	19	0	0	19	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Lithuania	30	0	30	0	0	30	0	0	0	0	15	0	-31	-1
[ 0 - 3M [		9	0	9	0	0	9	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	7	0	-11	0
[ 1Y - 2Y [		106	0	106	0	0	0	0	0	0	0	12	0	-12	0
[ 2Y - 3Y [		9	0	9	0	0	9	0	0	0	0	8	0	-8	0
[3Y - 5Y [		3	0	3	0	0	3	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Luxembourg	126	0	126	0	0	20	0	0	0	0	27	0	-31	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	0	0	0	0	0	0	0

Sovereign Exposure

	(mln EUR)								As of 31/12/2014
			GROSS DIRECT LONG				NET DIRECT POSITIONS (gross exposures (long) net of cash short			DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)			INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
			EXPOSURES (accounting value gross of provisions) (1)			is a maturity matching) (1)	positions of sovereign debt to other counterpaties only where there	Derivatives with positive fair value			Derivatives with negative fair value		Derivatives with positive fair value Derivatives with negative fair	value
Residual Maturity	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book	of which: Financial assets held for trading (2)	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Austria Malta	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0
[ 0 - 3M [	Netherlands	41	1	41	0	0	40	0	1,082	1,441	-16	0	0	0	0
[ 3M - 1Y [		3	0	-3	0	0	-3	680	10	2,764	-38	4	0	-4	0
[ 1Y - 2Y [		0	0	0	0	0	0	1,412	45	0	0	12	0	-12	0
[ 2Y - 3Y [		0	0	-4	0	0	-4	2,531	169	2,450	-175	0	0	0	0
[3Y - 5Y [		692	0	689	692	0	-3	7,773	635	559	-33	0	0	0	0
[5Y - 10Y [		310	0	309	258	0	51	6,658	401	7,708	-1,145	0	0	0	0
[10Y - more		40	0	-11	0	0	-11	0	0	2,238	-854	0	0	0	0
Total	Poland	1,088	1	1,022	950	0	71	19,054	2,342	17,160	-2,262	16	0	-16	0
[ 0 - 3M [		225	1	203	174	0	28	0	0	0	0	15	0	-15	0
[ 3M - 1Y [		1,274	23	1,039	892	0	45	0	0	0	0	33	0	-27	0
[ 1Y - 2Y [		1,291	31	1,071	857	0	79	0	0	0	0	80	1	-97	-1
[ 2Y - 3Y [		612	19	406	290	0	26	0	0	0	0	123	2	-118	-2
[3Y - 5Y [		3,159	63	2,886	2,487	0	294	0	0	0	0	24	0	-24	-1
[5Y - 10Y [		1,443	225	1,237	406	0	101	0	0	0	0	8	0	-9	0
[10Y - more		121	16	25	0	0	10	0	0	0	0	0	0	0	0
Total	Portugal	8,126	378	6,867	5,106	0	582	0	0	0	0	282	4	-291	-5
[ 0 - 3M [		24	0	24	0	0	24	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	45	0	-37	0
[ 1Y - 2Y [		484	0	484	463	0	0	0	0	0	0	16	0	-45	0
[ 2Y - 3Y [		0	0	-9	0	0	-9	0	0	0	0	284	0	-228	0
[3Y - 5Y [		187	51	187	0	0	16	0	0	0	0	82	4	-91	-4
[5Y - 10Y [		197	0	190	0	0	1	0	0	0	0	17	1	-23	-2
[10Y - more		423	0	422	0	0	-1	0	0	0	0	0	0	0	0
Total	Romania	1,315	51	1,297	463	0	30	0	0	0	0	445	6	-424	-7
[ 0 - 3M [		2	0	2	0	0	2	0	0	0	0	0	0	0	0
[ 3M - 1Y [		9	9	9	0	0	0	0	0	0	0	20	0	-12	0
[ 1Y - 2Y [		0	0	0	0	0	-1	0	0	0	0	22	0	-17	0
[ 2Y - 3Y [		3	3	3	0	0	0	0	0	0	0	43	0	-56	-1
[3Y - 5Y [		33	33	31	0	0	-2	0	0	0	0	16	0	-21	0
[5Y - 10Y [		6	0	4	0	0	4	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		53	46	48	0	0	3	0	0	0	0	101	1	-107	-1
[ 0 - 3M [	Slovakia	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		41	0	41	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		1	0	1	0	0	1	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		7	0	7	0	0	7	0	0	0	0	0	0	0	0
Total		49	0	49	0	0	8	0	0	0	0	0	0	0	0
[ 0 - 3M [	Slovenia	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		1	0	1	0	0	1	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		9	0	9	0	0	9	0	0	0	0	0	0	0	0
[3Y - 5Y [		1	0	1	0	0	1	0	0	0	0	12	0	-12	0
[5Y - 10Y [		1	0	-2	0	0	-2	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		13	0	9	0	0	9	0	0	0	0	12	0	-12	0
[ 0 - 3M [	Spain	15	0	15	0	0	15	0	0	0	0	0	0	0	0
[ 3M - 1Y [		368	96	368	0	0	0	0	0	0	0	206	1	-206	-1
[ 1Y - 2Y [		1,111	3	1,111	585	0	34	0	0	0	0	74	1	-81	-1
[ 2Y - 3Y [		937	0	921	558	0	32	0	0	0	0	276	3	-248	-3
[3Y - 5Y [		1,848	95	1,841	1,625	0	26	0	0	0	0	0	0	-25	0
[5Y - 10Y [		154	0	101	0	0	-34	0	0	0	0	0	0	0	0
[10Y - more		479	17	462	0	0	-1	0	0	0	0	0	0	0	0
Total		4,913	211	4,819	2,767	0	72	0	0	0	0	556	5	-560	-5
[ 0 - 3M [	Sweden	0	0	0	0	0	0	2,586	12	601	-5	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	4	0	-4	0
[ 1Y - 2Y [		2	0	-2	0	0	-2	0	0	0	0	62	0	-62	0
[ 2Y - 3Y [		60	0	56	0	0	-3	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		63	0	55	0	0	-5	2,586	12	601	-5	66	0	-66	0

Sovereign Exposure

	(mln EUR)								As of 31/12/2014
			GROSS DIRECT LONG		NET DIRECT POSITIONS (gross exposures (long) net of cash short					DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)			INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
			EXPOSURES (accounting value gross of provisions) (1)			is a maturity matching) (1)	positions of sovereign debt to other counterpaties only where there	Derivatives with positive fair value			Derivatives with negative fair value		Derivatives with positive fair value Derivatives with negative fair	value
Residual Maturity	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book	of which: Financial assets held for trading (2)	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Austria United Kingdom	0 0 6 20 10 1,649 5,369 7,053	0 0 6 20 8 21 3,975 4,029	0 0 6 20 8 21 4,041 4,096	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 218 195 205 375 0 0 992	0 1 3 4 8 0 0 17	-14 -433 -256 -320 -289 0 -1 -1,313	-14 -2 -3 -8 -6 0 -1 -35
[ 0 - 3M [	Iceland	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		1	0	1	0	0	1	0	0	0	0	0	0	0	0
[ 0 - 3M [	Liechtenstein	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Norway	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	4	0	-4	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	12	0	-12	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	0	0	0	16	0	-16	0
[ 0 - 3M [	Australia	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	-3	-5
Total		0	0	0	0	0	0	0	0	0	0	0	0	-3	-5
[ 0 - 3M [	Canada	0	0	0	0	0	0	0	0	0	0	0	0	-16	-23
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		6	0	6	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		64	0	64	0	0	24	0	0	0	0	0	0	0	0
[3Y - 5Y [		120	0	120	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		1,023	0	1,023	0	0	12	0	0	0	0	0	0	0	0
[10Y - more		439	0	439	0	0	0	0	0	0	0	0	0	0	0
Total	Hong Kong	1,653	0	1,652	0	0	36	0	0	0	0	0	0	-16	-23
[ 0 - 3M [		117	0	117	117	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Japan	117	0	117	117	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	-55	-81
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	802	15	-1,065	-40
[3Y - 5Y [		1	0	1	0	0	1	0	0	0	0	1,123	21	-940	-16
[5Y - 10Y [		37	0	37	0	37	0	0	0	0	0	0	0	0	0
[10Y - more		452	0	452	0	0	0	0	0	0	0	0	0	0	0
Total	U.S.	490	0	490	0	37	2	0	0	0	0	1,925	36	-2,060	-138
[ 0 - 3M [		23	9	21	0	0	-1	4	0	0	0	2	3	-141	-193
[ 3M - 1Y [		621	4	594	33	248	247	4	4	2	-2	124	0	0	0
[ 1Y - 2Y [		175	0	70	0	0	-20	0	0	0	0	206	2	0	0
[ 2Y - 3Y [		129	0	3	0	0	-103	0	0	0	0	0	0	-54	-66
[3Y - 5Y [		259	0	198	0	0	0	0	0	0	0	72	87	-77	-93
[5Y - 10Y [		1,545	0	1,485	0	0	0	0	0	0	0	0	0	-97	-119
[10Y - more		2,149	0	2,125	0	0	-12	0	0	0	0	13	24	-17	-30
Total		4,900	13	4,497	33	248	111	8	4	2	-2	417	116	-385	-500

Sovereign Exposure

Commerzbank AG

	(mln EUR)								As of 31/12/2014
			GROSS DIRECT LONG EXPOSURES (accounting value			NET DIRECT POSITIONS (gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only where there				DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)			INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
			gross of provisions) (1)			is a maturity matching) (1)		Derivatives with positive fair value			Derivatives with negative fair value		Derivatives with positive fair value Derivatives with negative fair	value
Residual Maturity	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book	of which: Financial assets held for trading (2)	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Austria China	42 166 412 3 25 0 0 648	0 0 0 0 0 0 0 0	42 166 412 3 25 0 0 648	3 0 1 0 0 0 0 4	0 0 0 0 0 0 0 0	40 166 410 3 25 0 0 644	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	13 620 423 364 533 0 0 1,953	0 6 10 6 6 0 0 28	-10 -453 -9 -716 -258 -8 0 -1,455	0 -4 0 -35 -2 0 0 -40
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Switzerland	0 51 4 0 119 270 238 681	0 51 4 0 119 262 237 673	0 51 4 0 119 270 238 681	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 8 1 9	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more	Other advanced economies non EEA	183 40 229 8 16 1 0	0 0 0 0 0 0 0	183 39 229 8 16 1 0	183 0 0 0 0 0 0	0 0 0 0 0 0 0	0 -2 229 8 16 1 0	0 0 0 0 0 0 0	0 0 0 0 0 0 0	0 0 0 0 0 0 0	0 0 0 0 0 0 0	0 94 186 172 796 186 0	0 1 1 3 16 3 0	-8 -93 -127 -353 -225 -23 0	0 -1 0 -18 -8 0 0
Total [ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more	Other Central and eastern Europe countries non EEA	477 23 0 19 7 9 1 0	0 0 0 0 0 8 0 0	475 23 0 16 7 9 0 0	183 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	252 23 0 16 7 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	1,434 6 150 49 119 247 4 0	24 0 0 0 3 7 0 0	-830 -4 -64 -66 -162 -264 -29 0	-27 0 0 -1 -4 -8 -1 0
Total [ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more	Middle East	59 0 1 0 0 0 0 0	9 0 0 0 0 0 0 0	55 -1 1 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	47 -1 1 0 0 0 0 0	0 3 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	575 0 15 34 69 545 0 0	11 0 0 1 2 8 0 0	-587 0 -19 -38 -132 -219 0 0	-14 0 0 -1 -1 -3 0 0
Total [ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Latin America and the Caribbean	1 2 13 5 19 28 78 8 155	0 0 1 4 14 27 70 0 116	0 2 4 5 19 28 69 8 135	0 0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0 0	0 2 3 1 5 1 -1 8 19	3 0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0 0	0 0 82 0 0 0 0 0 82	0 0 -82 0 0 0 0 0 -82	663 107 338 287 364 357 8 71 1,532	11 4 71 68 141 115 4 67 470	-409 -159 -186 -466 -202 -474 -222 0 -1,709	-5 -8 -23 -144 -54 -168 -110 0 -507
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Africa	0 0 0 0 0 1 0 1	0 0 0 0 0 0 0 0	0 0 0 0 0 1 0 1	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 1 0 1	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 8 0 1 0 0 9	0 0 0 0 0 0 0 0	0 0 -8 0 -1 0 0 -9	0 0 0 0 0 0 0 0
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Others	1 24 434 53 36 30 20 599	1 10 426 31 10 28 19 525	1 23 432 53 36 30 18 594	0 14 7 4 12 0 0 37	0 0 0 0 0 0 0 0	0 -1 -1 18 14 3 -1 32	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	62 377 255 259 663 5 0 1,620	2 13 21 26 89 0 0 152	-72 -350 -199 -271 -648 -16 0 -1,557	-3 -13 -18 -21 -89 -1 0 -145

Notes and definitions

(1) The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees

(2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities.

(3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS, financial guarantees) booked in all the accounting portfolio (on-off balance sheet). Irrespective of the denomination and or accounting classification of the positions the economic substance over the form must be used as a criteria for the identification of the exposures to be included in this column. This item does not include exposures to counterparts (other than sovereign) with full or partial government guarantees by central, regional and local governments

	(mln EUR)								As of 30/06/2015
			GROSS DIRECT LONG EXPOSURES (accounting value			NET DIRECT POSITIONS (gross exposures (long) net of cash short	positions of sovereign debt to other counterpaties only where there		DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)				INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
			gross of provisions) (1)			is a maturity matching) (1)		Derivatives with positive fair value			Derivatives with negative fair value		Derivatives with positive fair value Derivatives with negative fair	value
Residual Maturity	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book	of which: Financial assets held for trading (2)	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [	Austria	1	1	1	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		1	1	1	0	0	0	0	0	0	0	30	0	-26	0
[ 1Y - 2Y [		55	1	36	54	0	-19	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		2	2	2	0	0	0	0	0	0	0	185	4	-262	-11
[3Y - 5Y [		75	0	50	59	0	-9	0	0	0	0	0	0	0	0
[5Y - 10Y [		313	0	257	0	0	39	960	152	500	-133	268	10	-536	-19
[10Y - more		472	327	470	0	0	-1	20	8	0	0	0	0	0	0
Total		919	331	817	113	0	11	980	160	500	-133	483	14	-824	-30
[ 0 - 3M [	Belgium	10	0	10	10	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	17	0	-17	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	9	0	-9	0
[ 2Y - 3Y [		35	0	35	10	0	25	200	15	100	0	0	0	0	0
[3Y - 5Y [		261	0	231	260	0	-29	0	0	0	0	0	0	0	0
[5Y - 10Y [		75	0	64	0	0	64	0	0	0	0	0	0	0	0
[10Y - more		7	0	-20	0	0	-20	0	0	0	0	0	0	0	0
Total		389	0	320	281	0	40	200	15	100	0	26	0	-26	0
[ 0 - 3M [	Bulgaria	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	32	0	-34	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	103	1	-87	-1
[ 2Y - 3Y [		0	0	-9	0	0	-9	0	0	0	0	15	0	-15	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	1	0	-19	0
[5Y - 10Y [		1	0	1	0	0	1	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Cyprus	1	0	-9	0	0	-9	0	0	0	0	150	1	-155	-2
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	-1	0	0	-1	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	9	0	-9	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		1	0	1	0	0	1	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	-1	0	0	-1	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Czech Republic	1	0	0	0	0	0	0	0	0	0	9	0	-9	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		9	0	9	9	0	0	0	0	0	0	3	0	-3	0
[ 1Y - 2Y [		124	0	124	124	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		42	0	42	26	0	0	0	0	0	0	9	0	-9	0
[3Y - 5Y [		130	0	123	43	0	-7	0	0	0	0	0	0	0	0
[5Y - 10Y [		2	0	2	1	0	1	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Denmark	308	0	301	204	0	-5	0	0	0	0	11	0	-11	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	17	0	-17	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Estonia	0	0	0	0	0	0	0	0	0	0	17	0	-17	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		10	10	10	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Finland	10	10	10	0	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [		0	0	0	0	0	0	500	2	250	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	17	0	-17	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	100	13	0	0	0	0	0	0
[3Y - 5Y [		23	0	14	0	0	14	0	0	0	0	0	0	0	0
[5Y - 10Y [		1	0	-115	0	0	-115	0	0	0	0	0	0	0	0
[10Y - more		97	96	97	0	0	1	0	0	0	0	0	0	0	0
Total	France	121	96	-5	0	0	-101	600	15	250	0	17	0	-17	0
[ 0 - 3M [		826	0	826	0	0	826	0	0	235	0	0	0	-127	-148
[ 3M - 1Y [		39	2	39	0	0	37	115	0	115	-7	17	0	-62	0
[ 1Y - 2Y [		29	0	25	0	0	-3	0	0	0	0	498	1	-563	-7
[ 2Y - 3Y [		38	0	-13	0	0	-47	0	0	0	0	1,620	5	-1,961	-32
[3Y - 5Y [		585	5	525	519	0	1	0	0	0	0	0	0	-27	0
[5Y - 10Y [		92	0	64	0	0	64	22	2	0	0	0	0	0	0
[10Y - more		84	0	69	0	0	56	0	0	0	0	0	0	-60	-10

1,693 7 1,536 519 0 935 137 2 350 -7 2,135 7 -2,799 -197

	(mln EUR)								As of 30/06/2015
			GROSS DIRECT LONG EXPOSURES (accounting value		NET DIRECT POSITIONS (gross exposures (long) net of cash short		positions of sovereign debt to other counterpaties only where there			DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)			INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
			gross of provisions) (1)			is a maturity matching) (1)		Derivatives with positive fair value			Derivatives with negative fair value		Derivatives with positive fair value Derivatives with negative fair	value
Residual Maturity	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book	of which: Financial assets held for trading (2)	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Austria Germany	349 1,355 1,199 2,267 2,450 4,904 4,785 17,310	336 244 700 808 986 1,439 4,162 8,676	349 1,072 1,165 2,254 2,259 3,791 4,651 15,542	3 613 426 981 1,163 2,736 74 5,996	0 0 0 0 0 0 0 0	10 33 -27 68 110 -503 -20 -330	1,515 8,324 2,380 1,391 4,557 5,023 8,193 31,383	362 113 111 86 354 703 2,708 4,437	1,646 5,723 1,754 936 2,429 3,067 2,952 18,506	-1,124 -1,859 -169 -24 -252 -568 -1,349 -5,345	5,505 17 55 225 0 0 0 5,801	7,685 0 8 0 0 0 0 7,694	-5,203 -17 -101 -200 0 0 0 -5,521	-7,407 0 -77 0 0 0 0 -7,485
[ 0 - 3M [	Croatia	0	0	0	0	0	0	0	0	0	0	11	0	-11	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	22	0	-18	0
[ 1Y - 2Y [		1	0	1	0	0	1	0	0	0	0	46	0	-53	-1
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	33	1	-34	-1
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	9	0	-9	0
[5Y - 10Y [		3	0	-1	0	0	-1	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		4	0	-1	0	0	-1	0	0	0	0	121	1	-124	-2
[ 0 - 3M [	Greece	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		1	0	0	0	0	0	0	0	0	0	4	2	-4	-2
[10Y - more		1	0	-1	0	0	-1	0	0	0	0	0	0	0	0
Total	Hungary	1	0	0	0	0	0	0	0	0	0	4	2	-5	-2
[ 0 - 3M [		105	0	105	44	61	0	0	0	0	0	52	0	-92	0
[ 3M - 1Y [		171	0	171	34	0	0	0	0	0	0	235	1	-300	-3
[ 1Y - 2Y [		49	0	45	0	0	-4	0	0	0	0	221	1	-261	-3
[ 2Y - 3Y [		50	0	50	0	0	0	0	0	0	0	8	0	-10	0
[3Y - 5Y [		237	0	237	0	0	2	0	0	0	0	23	1	-23	-1
[5Y - 10Y [		17	7	17	0	0	10	0	0	0	0	0	0	0	0
[10Y - more		8	8	8	0	0	0	0	0	0	0	0	0	0	0
Total	Ireland	637	15	633	78	61	9	0	0	0	0	539	3	-686	-7
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	17	0	-17	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	67	1	-76	-1
[ 2Y - 3Y [		145	0	145	145	0	0	0	0	0	0	22	0	-18	0
[3Y - 5Y [		578	0	578	578	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	27	2	-27	-4
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Italy	723	0	723	723	0	0	0	0	0	0	133	4	-138	-5
[ 0 - 3M [		27	0	27	0	0	27	0	0	0	0	111	98	-130	-32
[ 3M - 1Y [		444	0	434	0	0	310	0	0	0	0	683	3	-898	-3
[ 1Y - 2Y [		30	0	3	0	0	-4	0	0	0	0	123	1	-245	-1
[ 2Y - 3Y [		305	0	251	190	0	19	0	0	0	0	503	2	-477	-2
[3Y - 5Y [		230	0	147	109	0	-25	0	0	0	0	358	5	-164	-2
[5Y - 10Y [		936	0	809	76	0	-40	0	0	0	0	202	20	-320	-25
[10Y - more		9,017	0	9,000	4,581	0	2	298	43	104	-12	0	0	0	0
Total		10,990	0	10,671	4,957	0	289	298	43	104	-12	1,980	129	-2,235	-66
[ 0 - 3M [	Latvia	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	3	0	-20	0
[ 1Y - 2Y [		9	0	9	0	0	9	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	13	0	-13	-1
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		2	0	2	0	0	2	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		11	0	11	0	0	11	0	0	0	0	16	0	-34	-1
[ 0 - 3M [	Lithuania	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		105	0	105	0	0	2	0	0	0	0	3	0	-3	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	17	0	-17	0
[ 2Y - 3Y [		68	0	53	0	0	-14	0	0	0	0	4	0	-4	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		3	0	3	0	0	3	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		176	0	162	0	0	-8	0	0	0	0	24	0	-24	0
[ 0 - 3M [	Luxembourg	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		1	0	1	0	0	1	0	0	0	0	0	0	0	0
[5Y - 10Y [		3	0	3	0	0	3	0	0	0	0	0	0	0	0
[10Y - more		6	0	6	0	0	6	0	0	0	0	0	0	0	0

10 0 10 0 0 10 0 0 0 0 0 0 0 0

	(mln EUR)								As of 30/06/2015
			GROSS DIRECT LONG EXPOSURES (accounting value		NET DIRECT POSITIONS (gross exposures (long) net of cash short		positions of sovereign debt to other counterpaties only where there			DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)			INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
			gross of provisions) (1)			is a maturity matching) (1)		Derivatives with positive fair value			Derivatives with negative fair value		Derivatives with positive fair value Derivatives with negative fair	value
Residual Maturity	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book	of which: Financial assets held for trading (2)	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Austria Malta	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0
[ 0 - 3M [	Netherlands	21	0	21	0	0	21	496	545	1,264	-21	0	0	0	0
[ 3M - 1Y [		130	0	130	0	0	130	1,230	20	1,000	-12	17	0	-17	0
[ 1Y - 2Y [		0	0	0	0	0	0	1,100	34	2,000	-100	0	0	0	0
[ 2Y - 3Y [		14	0	14	0	0	14	3,725	298	509	-34	0	0	0	0
[3Y - 5Y [		576	0	538	546	0	-8	8,734	488	500	-26	0	0	0	0
[5Y - 10Y [		100	0	39	56	0	-17	3,761	164	8,696	-907	0	0	0	0
[10Y - more		51	0	17	0	0	17	0	0	1,288	-355	0	0	0	0
Total		892	0	759	601	0	157	19,046	1,549	15,257	-1,455	17	0	-17	0
[ 0 - 3M [	Poland	383	2	365	348	0	15	0	0	262	-262	13	0	-18	0
[ 3M - 1Y [		1,629	19	1,545	795	0	629	0	0	0	0	72	0	-28	0
[ 1Y - 2Y [		1,091	15	814	687	0	111	0	0	0	0	116	1	-141	-2
[ 2Y - 3Y [		1,703	17	1,551	1,493	0	41	0	0	0	0	63	1	-55	-1
[3Y - 5Y [		2,454	76	2,139	1,890	0	126	0	0	0	0	48	1	-57	-1
[5Y - 10Y [		1,091	187	776	416	0	173	0	0	0	0	12	0	-15	0
[10Y - more		47	15	36	12	0	9	0	0	0	0	0	0	0	0
Total	Portugal	8,398	331	7,225	5,641	0	1,104	0	0	262	-262	325	3	-313	-4
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	18	0	-18	0
[ 3M - 1Y [		1	0	1	0	0	1	0	0	0	0	26	0	-17	0
[ 1Y - 2Y [		467	0	467	466	0	1	0	0	0	0	252	0	-291	0
[ 2Y - 3Y [		12	0	11	0	0	11	0	0	0	0	44	0	-54	0
[3Y - 5Y [		171	51	159	0	0	-12	0	0	0	0	89	4	-89	-4
[5Y - 10Y [		194	0	190	0	0	4	0	0	0	0	19	1	-26	-2
[10Y - more		419	0	412	0	0	-1	0	0	0	0	0	0	0	0
Total	Romania	1,263	51	1,240	466	0	4	0	0	0	0	449	5	-494	-6
[ 0 - 3M [		4	4	4	0	0	0	0	0	0	0	9	0	-9	0
[ 3M - 1Y [		0	0	-3	0	0	-3	0	0	0	0	13	0	-13	0
[ 1Y - 2Y [		3	3	3	0	0	0	0	0	0	0	70	0	-72	-1
[ 2Y - 3Y [		2	0	2	0	0	2	0	0	0	0	24	0	-24	0
[3Y - 5Y [		29	29	26	0	0	-3	0	0	0	0	4	0	-4	0
[5Y - 10Y [		13	0	9	0	0	9	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Slovakia	51	36	41	0	0	5	0	0	0	0	120	1	-122	-1
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		40	0	31	0	0	-9	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	-4	0
[5Y - 10Y [		0	0	-8	0	0	-8	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		41	0	23	0	0	-17	0	0	0	0	0	0	-4	0
[ 0 - 3M [	Slovenia	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	-3	0	0	-3	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		27	0	27	0	0	12	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		2	0	2	0	0	2	0	0	0	0	0	0	0	0
[3Y - 5Y [		2	0	1	0	0	1	0	0	0	0	0	0	-27	0
[5Y - 10Y [		5	0	5	0	0	5	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		36	0	32	0	0	17	0	0	0	0	0	0	-27	0
[ 0 - 3M [	Spain	296	0	296	0	0	27	0	0	0	0	0	0	0	0
[ 3M - 1Y [		147	97	147	0	0	16	0	0	0	0	145	1	-142	-1
[ 1Y - 2Y [		1,396	0	1,385	742	0	-11	0	0	0	0	74	1	-74	-1
[ 2Y - 3Y [		952	0	932	749	0	19	0	0	0	0	153	1	-150	-1
[3Y - 5Y [		1,565	95	1,535	1,371	0	-2	0	0	0	0	0	0	-22	0
[5Y - 10Y [		190	0	140	0	0	5	0	0	0	0	134	1	-271	-2
[10Y - more		470	16	458	0	0	1	0	0	0	0	0	0	0	0
Total		5,017	208	4,894	2,862	0	56	0	0	0	0	506	3	-660	-4
[ 0 - 3M [	Sweden	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	-4	0	0	-4	0	0	0	0	67	0	-67	0
[ 1Y - 2Y [		22	0	22	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		21	0	17	0	0	17	0	0	0	0	0	0	0	0
[3Y - 5Y [		12	0	11	0	0	11	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0

55 0 46 0 0 24 0 0 0 0 67 0 -67 0

	(mln EUR)								As of 30/06/2015
			GROSS DIRECT LONG EXPOSURES (accounting value			NET DIRECT POSITIONS (gross exposures (long) net of cash short	positions of sovereign debt to other counterpaties only where there		DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)				INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
			gross of provisions) (1)			is a maturity matching) (1)		Derivatives with positive fair value			Derivatives with negative fair value		Derivatives with positive fair value Derivatives with negative fair	value
Residual Maturity	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book	of which: Financial assets held for trading (2)	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Austria United Kingdom	0 0 12 19 13 12 4,294 4,349	0 0 12 19 10 12 4,224 4,276	0 0 12 19 10 12 4,294 4,347	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	37 202 122 460 20 0 0 841	26 2 2 9 1 0 0 39	-52 -291 -153 -593 -20 0 0 -1,109	-9 -2 -4 -10 -1 0 0 -26
[ 0 - 3M [	Iceland	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [	Liechtenstein	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Norway	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	17	0	-17	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		10	0	10	0	0	10	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Australia	10	0	10	0	0	10	0	0	0	0	17	0	-17	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0	0	0	0	-8	-5
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total	Canada	0	0	0	0	0	0	0	0	0	0	0	0	-8	-5
[ 0 - 3M [		0	0	0	0	0	0	1	1	1	-1	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		7	0	7	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		46	0	46	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		172	0	172	0	0	5	0	0	0	0	0	0	0	0
[5Y - 10Y [		1,042	0	1,042	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		461	0	461	0	0	0	0	0	0	0	0	0	0	0
Total		1,727	0	1,727	0	0	5	1	1	1	-1	0	0	0	0
[ 0 - 3M [	Hong Kong	115	0	115	115	0	0	0	0	216	-216	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0
Total		115	0	115	115	0	0	0	0	216	-216	0	0	0	0
[ 0 - 3M [	Japan	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	258	15	-376	-97
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	1,417	29	-1,711	-45
[3Y - 5Y [		50	0	50	0	39	11	0	0	0	0	340	9	-367	-9
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		420	0	420	0	0	0	0	0	0	0	0	0	0	0
Total		470	0	470	0	39	11	0	0	0	0	2,015	53	-2,454	-151
[ 0 - 3M [	U.S.	35	9	8	0	0	-26	23	1	2	-2	10	9	-237	-212
[ 3M - 1Y [		88	6	86	36	0	-1	6	6	0	0	268	0	0	0
[ 1Y - 2Y [		135	13	98	10	0	-34	0	0	0	0	98	83	-170	-166
[ 2Y - 3Y [		303	30	67	0	0	-79	0	0	0	0	295	1	0	0
[3Y - 5Y [		350	10	301	0	0	-41	0	0	0	0	0	0	0	0
[5Y - 10Y [		1,850	31	1,593	0	0	-75	0	0	0	0	0	0	0	0
[10Y - more		2,326	77	2,301	0	0	-24	0	0	0	0	0	0	0	0

5,087 176 4,454 46 0 -279 29 7 2 -2 672 94 -407 -378

	(mln EUR)								As of 30/06/2015
			GROSS DIRECT LONG EXPOSURES (accounting value			NET DIRECT POSITIONS (gross exposures (long) net of cash short	positions of sovereign debt to other counterpaties only where there		DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)				INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
			gross of provisions) (1)			is a maturity matching) (1)		Derivatives with positive fair value			Derivatives with negative fair value		Derivatives with positive fair value Derivatives with negative fair	value
Residual Maturity [ 0 - 3M [	Country / Region		of which: loans and advances		of which: AFS banking book	of which: FVO (designated at fair value through profit&loss) banking book	of which: Financial assets held for trading (2)	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Austria China	13 169 18 0 70 0 0 270	0 0 0 0 0 0 0 0	13 169 18 0 70 0 0 270	0 0 1 0 0 0 0 1	0 0 0 0 0 0 0 0	13 169 17 0 70 0 0 268	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 644 132 734 311 0 0 1,821	0 2 2 10 3 0 0 17	0 -833 -323 -1,081 -101 -89 0 -2,427	0 -6 -9 -32 -1 0 0 -48
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Switzerland	0 59 0 20 107 551 174 910	0 59 0 20 107 381 174 740	0 59 0 20 107 551 174 910	0 0 0 0 0 169 0 169	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more	Other advanced economies non EEA	85 281 1 0 17 0 0	0 0 0 0 0 0 0	85 281 1 0 17 0 0	85 0 0 0 0 0 0	0 0 0 0 0 0 0	0 240 1 0 17 0 0	0 0 0 0 0 0 0	0 0 0 0 0 0 0	0 0 0 0 0 0 0	0 0 0 0 0 0 0	0 159 50 327 844 202 0	0 1 1 6 20 3 0	0 -388 -60 -439 -632 -114 0	0 -4 -1 -18 -14 -2 0
Total [ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more	Other Central and eastern Europe countries non EEA	384 0 0 14 3 8 6 4	0 0 0 0 0 8 0 0	383 0 0 14 3 8 6 4	85 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	257 0 0 14 3 0 5 4	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	1,582 6 100 126 81 395 9 0	32 0 0 2 1 17 1 0	-1,633 -6 -56 -135 -127 -406 -69 0	-40 0 0 -1 -3 -18 -5 0
Total [ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more	Middle East	35 0 0 0 0 0 0 20	8 0 0 0 0 0 0 0	34 0 0 0 0 0 -1 19	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	26 0 0 0 0 0 -1 19	0 4 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	717 4 27 74 485 28 0 0	22 0 0 1 7 1 0 0	-799 0 -18 -63 -515 -33 0 0	-27 0 0 -1 -5 -2 0 0
Total [ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Latin America and the Caribbean	21 1 5 3 16 114 10 0 149	0 1 3 3 16 112 0 0 134	19 1 5 -4 15 114 9 -2 137	0 0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0 0	19 0 2 -7 -2 2 9 -2 3	4 0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0 0	0 18 36 0 0 0 0 0 54	0 -18 -36 0 0 0 0 0 -54	619 65 412 422 195 301 0 581 1,975	10 3 49 150 65 106 0 562 934	-629 -44 -350 -370 -219 -602 -169 0 -1,754	-8 -2 -49 -111 -76 -298 -105 0 -640
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Total	Africa	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 9 0 1 0 0 0 10	0 0 0 0 0 0 0 0	0 -9 0 -1 0 0 0 -10	0 0 0 0 0 0 0 0
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more	Others	19 24 431 37 11 31 31	5 16 423 24 8 29 31	19 24 431 36 9 29 31	13 7 8 13 3 0 0	0 0 0 0 0 0 0	0 1 0 0 -2 0 0	0 0 0 0 0 0 0	0 0 0 0 0 0 0	0 0 0 0 0 0 0	0 0 0 0 0 0 0	89 257 230 307 672 0 0	1 10 31 42 55 0 0	-98 -222 -252 -319 -683 -36 0	-1 -9 -32 -40 -56 -2 0
Total		584	536	579	44	0	-1	0	0	0	0	1,555	139	-1,610	-139

Notes and definitions

(1) The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees

(2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities.

(3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS, financial guarantees) booked in all the accounting portfolio (on-off balance sheet). Irrespective of the denomination and or accounting classification of the positions the economic substance over the form must be used as a criteria for the identification of the exposures to be included in this column. This item does not include exposures to counterparts (other than sovereign) with full or partial government guarantees by central, regional and local governments

Information on performing and non-performing exposures

Commerzbank AG

					As of 31/12/2014							As of 30/06/2015
		Gross carrying amount			Accumulated impairment, accumulated provisions	changes in fair value due to credit risk and			Gross carrying amount			Accumulated impairment, accumulated provisions4	changes in fair value due to credit risk and
		Of which performing but past due >30		Of which non-performing1	On performing	On non-performing	Collaterals and financial guarantees received on non performing exposures		Of which performing but past due >30		Of which non-performing1	On performing	On non-performing	Collaterals and financial guarantees received on non performing exposures
(mln EUR, %)		days and <=90 days		Of which: defaulted	exposures2	exposures3			days and <=90 days		Of which: defaulted	exposures2	exposures3
Debt securities (including at amortised cost and fair value)	96,382	0	521	521	43	320	0	89,626	0	958	958	36	535	0
Central banks	0	0	0	0	0	0	0	0	0	0	0	0	0	0
General governments	48,452	0	57	57	14	24	0	45,383	0	60	60	11	22	0
Credit institutions	28,157	0	0	0	12	0	0	23,220	0	0	0	8	0	0
Other financial corporations	14,856	0	463	463	1	294	0	15,929	0	897	897	0	511	0
Non-financial corporations	4,917	0	2	2	16	2	0	5,095	0	2	2	16	2	0
Loans and advances(including at amortised cost and fair value)	321,889	272	11,872	11,443	694	5,096	4,665	330,622	352	8,951	8,357	728	3,899	4,379
Central banks	6,713	0	0	0	0	0	0	29,444	0	0	0	0	0	0
General governments	28,902	0	1	1	2	0	1	23,964	2	3	3	2	0	2
Credit institutions	76,401	10	132	132	66	46	29	71,279	0	104	104	69	46	27
Other financial corporations	24,760	0	664	664	9	282	30	20,424	0	366	366	6	247	4
Non-financial corporations	111,004	197	9,384	9,029	507	4,142	3,690	108,981	243	6,951	6,469	523	3,031	3,542
Households	74,109	66	1,691	1,616	111	625	916	76,529	107	1,526	1,416	128	575	803
DEBT INSTRUMENTS other than HFT	418,271	272	12,393	11,964	737	5,415	4,665	420,248	352	9,908	9,315	764	4,434	4,379
OFF-BALANCE SHEET EXPOSURES	148,946		577	577	127	112	0	154,973		594	490	134	134	0

¹For the definition of non-performing exposures please refer to COMMISSION IMPLEMENTING REGULATION (EU) 2015/227 of 9 January 2015, ANNEX V, Part 2-Template related instructions, subtitle 29

Insitutions report here collective allowances for incurrred but not reported losses (instruments at amortised cost) and changes in fair value of performing exposures due to credit risk and provisions (instruments at fair value other than HFT)

Insitutions report here specific allowances for financial assets, individually and collectively estimated (instruments at amortised cost) and changes in fair value of NPE due to credit risk and provisions (instruments at fair value other than HFT)

Forborne Exposures

Commerzbank AG

			As of 31/12/2014					As of 30/06/2015
	forbearance measures	Gross carrying amount of exposures with	Accumulated impairment, accumulated measures	changes in fair value due to credit risk and provisions for exposures with forbearance	Collateral and financial	forbearance measures	Gross carrying amount of exposures with	Accumulated impairment, accumulated measures2	changes in fair value due to credit risk and provisions for exposures with forbearance	Collateral and financial
		Of which non performing exposures with forbearance measures		Of which on non performing exposures with forbearance measures	guarantees received on exposures with forbearance measures		Of which non performing exposures with forbearance measures		Of which on non performing exposures with forbearance measures	guarantees received on exposures with forbearance measures
(mln EUR, %)
Debt securities (including at amortised cost and fair value) Central banks	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0
General governments	0	0	0	0	0	0	0	0	0	0
Credit institutions	0	0	0	0	0	0	0	0	0	0
Other financial corporations	0	0	0	0	0	0	0	0	0	0
Non-financial corporations	0	0	0	0	0	0	0	0	0	0
Loans and advances (including at amortised cost and fair value)	10,405	5,951	2,056	1,962	4,503	10,326	5,221	1,872	1,735	3,297
Central banks	0	0	0	0	0	0	0	0	0	0
General governments	0	0	0	0	0	0	0	0	0	0
Credit institutions	1	1	0	0	1	0	0	0	0	0
Other financial corporations	494	261	33	31	236	254	27	12	11	216
Non-financial corporations	9,286	5,561	1,983	1,897	3,817	9,357	5,077	1,822	1,694	2,683
Households	624	128	40	34	449	715	117	38	30	398
DEBT INSTRUMENTS other than HFT	10,405	5,951	2,056	1,962	4,503	10,326	5,221	1,872	1,735	3,297
Loan commitments given	817	230	25	24	124	608	152	32	25	24

¹For the definition of forborne exposures please refer to COMMISSION IMPLEMENTING REGULATION (EU) 2015/227 of 9 January 2015, ANNEX V, Part 2-Template related instructions, subtitle 30

Leverage ratio

	(mln EUR, %)	As of 31/12/2014	As of 30/06/2015	Disclosure Template Code	REGULATION
A	Tier 1 capital	25,123	26,646	LRCom {20}
B	Total leverage ratio exposures	551,995	565,523	LRCom {21}	Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending CRR
C	Leverage ratio	4.55%	4.71%	A/B

Information on collaterals: Mortgage loans

Commerzbank AG

	As of 31/12/2014		As of 30/06/2015
	Mortgage loans [Loans collateralized by immovable property]		Mortgage loans [Loans collateralized by immovable property]
(mln EUR, %)	Carrying amount	Maximum amount of the collateral that can be considered1	Carrying amount	Maximum amount of the collateral that can be considered1
Loans and advances	97,216	67,947	95,018	67,121
of which: Other financial corporations	595	368	493	287
of which: Non-financial corporations	35,118	25,689	30,755	23,277
of which: Households	61,465	41,855	63,585	43,524

1 This column includes information only on immovable property collaterals. In accordance with the ITS on supervisory reporting, the sum of the amounts of the collateral shall not exceed the carrying amount of the related loan.