Commerzbank AG — Share Issue/Capital Change 2012

Oct 3, 2012

Composition of capital

( in m illio n E ) uro
Cap ital siti CR D3 rule po on s	Dec -11		Jun -12		Ref CO RE P re ting s to ere nce por
	Mil lion EU R	% R WA	Mil lion EU R	% R WA
A) Co ity bef de duc tion s ( Ori ina l ow n fu nds wi tho ut h brid ins d g tru nts ent mm on equ ore g y me an ove rnm the r th ord ina har es) (+ ) t m sup por eas ure s o an ry s	543 22,		24, 672		CO P C RE A 1 .1 - hy brid ins trum ent nd nt s ort oth er t han s a gov ern me upp me asu res ord ina har ry s es
Of (+ ) e wh ich: lig ible ital and ca p res erv es	25, 410		27, 545		CO RE P C A 1 .1.1 + C OR EP line 1.1 .2.1
Of wh ich: (- ) inta ible ts ( incl udi dw ill) ng s a sse ng goo	-2,8 55		2,8 65 -		Net t in clud ed in T 1 o fun ds ( CO RE P li 1.1 .5.1 ) am oun wn ne
(1) Of (- /+) iffe FS wh ich: adj ust nt t alu atio n d in oth er A ets me o v ren ces ass	0		0		filt for ( CO ) Pru den tial ulat ital RE P li 1.1 .2.6 .06 ers reg ory ca p ne
B) Ded ion s fr ity ( Ele de duc ted fro rig ina l ow n fu nds ) (- ) uct nts om co mm on equ me m o	-1,0 37	-0.4 %	-65 3	-0.3 %	CO RE P C A 1 .3.T 1* ( ativ ) unt neg e a mo
Of wh ich: (- ) ded ions of tici ions d s ubo rdin d c laim uct pat ate par an s	-15 9		80 -		06/ 48/ EC Tot al o f ite def ine d b Art icle 57 ( l), (m ), (n ) (o ) an d (p ) o f D irec tive 20 ms as y and de duc ted fro rig ina l ow n fu nds ( CO RE P li fro m 1 .3.1 1.3 .5 i nclu ded in to m o nes *) line 1.3 .T1
(2) Of wh ich: (- ) se itisa tion ot i nclu ded in RW A a rdin ith CR D3 cur ex pos ure s n cco g w	-87 2	0.4 % -	389 -	0.2 % -	CO RE P li 1.3 .7 i nclu ded in line 1.3 .T1 * (5 0% itisa tion s in the ne se cur ex pos ure ban king d tr adi boo k su bje o 1 250 % r isk ig ht; Art (r ) o f D irec tive ct t . 57 an ng we 6/4 8/E C) 200
Of (- ) rtfa s ( bef ) wh ich: IRB vis ion sho ll a nd IRB uity ted los unt tax pro eq ex pec s a mo ore	0	0.0 %	184 -	0.1 % -	(q ) o 06/ 48/ EC ( CO As def ine d b Art icle 57 f D irec tive 20 RE P li 1.3 .8 i nclu ded in y ne 1.3 .T1 *)
C) Co ity ( A+ B) mm on equ	21, 506	9.1 %	24, 019	11. 4%
Of wh ich: ord ina har sub ibe d b ent ry s es scr y g ove rnm	4,7 43	2.0 %	5,0 53	2.4 %	Pai d u rdin sh ubs crib ed by nt p o ary are s s gov ern me
D) Oth er i nst ent vai lab le f etin g t he buf fer (+ ) rum s a or me	0		0
Oct Hy brid s to be rted int rdin sh s b y 3 1st obe r 20 12 co nve o o ary are	0		0
New Co Cos iss ued din g to EB A C n T Sh eet ac cor om mo erm	0		0
E) xis ting s (+ ) Oth er E ent rt m go ver nm su ppo eas ure	1,9 37	0.8 %	1,6 26	0.8 %
F) Co re T ier 1 in clu din xis ting ent rt m s ( C+ D+ E) g e go ver nm su ppo eas ure	23, 443	9.9 %	25, 645	12. 2%
G) Hy brid ins bsc ribe d b tru nts t su ent me no y g ove rnm	2,7 46		2,2 64		Net t in clud ed in T 1 o fun ds ( CO RE P li 1.1 .4.1 CO RE P li fro am oun wn ne a + nes m 0 0 CO RE P li a (n tive t) ) no 1.1 .2.2 1 to 1.1 .2.2 5 + 1.1 .5.2 t ne ega am oun sub ibe d b ent scr y g ove rnm
Cap ( ) ( s) Tie r 1 ital E+F Tot al o rig ina l ow n fu nds for al s olv ge ner enc y p urp ose	26, 189	11. 1%	27, 909	13. 3%	CO P C CO P C CO P C 1* ( ) RE A 1 .4 = RE A 1 .1 + RE A 1 .3.T ativ unt neg e a mo
RW A	236 ,59 4		210 ,15 0
Sov ign Ca ital bu ffer ere p
H) Pru den tial filt er ( AF S s reig ts i n E EA of 3 0th Se mb ) (- /+) pte er 2 011 ove n a sse as	1,4 44		1,4 44
I) Diff be the bo ok val and the fai lue of ign s ( Bo nds d L nd twe set ere nce en ue r va sov ere as an oan s a (3), adv es) in the HT M a nd Loa & R iva ble ort foli of 3 0th Se pte mb er 2 011 anc ns ece s p os as	3,4 67		3,4 67
Sov ign ital bu ffer for s in EE A ( H+ I) ere ca p ex pos ure	4,9 11		4,9 11		Sum of Pru den tial filt nd val ion . If ativ e it is 0 uat set to er a neg
J) Ad diti l im irm reig (- ) ent ona pa s o n s ove n e xpo sur es	-94 2		942 -		11Q Ple ort the ite- dow eig ted du ring 20 4 ase rep wr ns o n so ver n e xpo sur es acc oun ( Dec 20 11 col n) a nd 201 2H 1 ( Jun e 2 012 lum n) w ith t he lim it fo r th tal e to um co imp airm s ( Dec + J 2) o f th reig n b uffe r fo ch ent 20 11 201 ntry un e s ove r ea cou
Sho rtfa ll (+ ) / S lus (- ) to 9% be for lica tion of ign ital bu ffer urp e a pp sov ere ca p	-2,1 50		6,7 32 -		9% RW A - CT 1 in clud ing exis ting ent rt m go ver nm su ppo eas ure s
Ove rall Sh ort fall (+ ) / S lus (- ) a fter inc lud ing eig ital bu ffer d a ddi tion al i airm ent urp so ver n c ap an mp s o n ign sov ere ex pos ure s	1,8 19		2,7 63 -		9% RW A - ( CT 1 in clud ing exis ting Sov ign ent rt m go ver nm su ppo eas ure s - ere buf fer for ); if > ital in EEA 0. cap exp osu res
Not and de fini tion es s

(1) The amount is already included in the computation of the eligible capital and reserves and it is provided separately for information purposes.

(2) According with CRD3 it can include also 50% securitisation exposures in the trading book subject to 1250% risk weight and not included in RWA.

(3) It includes also possible differences between the book value and the fair value of: (i) direct sovereign exposures in derivatives; (ii) indirect sovereign exposures in the banking and trading book

Composition of RWA

DE018COMMERZBANK AG

( in m illio ) n E uro
	De c-1 1	Ju n-1 2
(1) To tal RW A	236 594 ,	210 150 ,
RW A fo edi t ris k r cr	189 ,76 9	175 ,06 2
RW A S ritis atio nd ritis atio ecu n a re-s ecu ns	6,0 27	4,8 40
A O RW the edi t ris k r cr	183 ,74 2	170 ,22 2
RW A fo ark isk et r r m	20, 500	13, 038
RW A o atio nal risk per	26, 325	22, 050
Tra nsit ion al f loo rs	0	0
RW A O the r	0	0

Notes and definitions

(1) The RWA calculated according to CRD III can be based on models that have not yet been approved by the National Supervisory Authority.

Dec-11DE018COMMERZBANK AG

(in m illion Eur o)		G	H	I	J	K	L	M	N	O	P	Q	R	S
Res idua l Ma turi ty ↓	Cou ntry	GRO SS D IREC (acc ing v ount	T LO NG EXP OSU RES ns) ( 1) alue f pro visio gro ss o of w hich : loa nd ns a adv es in the HTM anc and Loan d s an ivab les p ortfo lios rece	(gro f pro visio ss o	NET DIR res ( nd w rite-o ff ex ns a posu othe ies o nly w nter part r cou of w hich : Ava ilabl e fo r sale fina ncia l ass ets (AFS )	ECT PO SITI ONS ) ne long t of c ash shor t pos here the re is turity ma ma of w hich : Fin anci al ts de sign ated at fa ir asse valu e thr h pro fit or oug loss (FVO )	ition of s eign deb t to over g) (1 ) tchin of w hich : Fin anci al as sets ing(2 ) held for trad	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	INDI REC T SO VER EIGN (3) EXP OSU RES (on and off bala she et) nce Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Mem o Ite m Nom inal Valu e Deb t se curi ties in HT M an d Lo ans and Rec eiva bles portf olios	Prov ision d s an -off write on Sove reign ets ass (loan s, ad vanc es and debt rities ) secu (+)	Prud entia l filte r AFS ereig sets sov n as (incl udin g the fair valu e of Cas h flo d w an fair v alue hed ging ) cont racts ) (4) (+/-	Res erve AFS ereig sets sov n as (gro ss th e fai lue o f r va Cas h flo d fa ir w an valu e he dgin g ) cont racts ) (4) (+/-	Fair valu e of Cas h flow and fair valu e hedg ing c ontr acts on A FS s eign over ts asse ) (4) (+/-
[ 0 - 3M [ [ 3M - 1Y [		1 9	0	1	1	0	0	0	0	0		0	0	0
[ 1Y - 2Y [		0	0 0	9 -1	8 0	0 0	1 -2	0 40	0 0	0 0		0 0	0 0	0 0
[ 2Y - 3Y [	Aust ria	11	3	7	0	5	-1	2	2	0		0	0	0
[3Y - 5Y [		175	9	175	94	0	31	-14	5	41		1	-10	-11
[5Y - 10 Y [		29	7	26	0	3	16	10	0	0		0	-1	-1
[10Y [ - m ore Tota l		824 1,04 9	416 435	819 1,03 5	262 365	0 8	-2 43	16 55	0 7	144 185	0	24 25	-16 -26	-40 -52
[ 0 - 3M [		4	0	4	0	0	4	0	0	0		0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	18	0	0		0	0	0
[ 1Y - 2Y [		2	0	2	0	0	2	-7	0	0		0	0	0
[ 2Y - 3Y [	Belg ium	107	0	104	0	0	104	0	2	0		0	0	0
[3Y - 5Y [ [5Y - 10 Y [		88 5	30	86	54	0	2	5	0	0		2	0	-1
[10Y [ - m ore		5	0 0	-2 3	0 0	0 0	-3 3	22 0	8 0	0 0		0 0	0 0	0 0
Tota l		212	30	197	54	0	112	38	10	0	0	2	0	-1
[ 0 - 3M [		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
[ 1Y - 2Y [ [ 2Y - 3Y [		0 0	0	0	0	0	0	0	0	0		0	0	0
[3Y - 5Y [	Bulg aria	0	0 0	0 0	0 0	0 0	0 0	0 0	0 -1	0 0		0 0	0 0	0 0
[5Y - 10 Y [		0	0	0	0	0	0	0	-1	0		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	2	0		0	0	0
Tota l		0	0	0	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [ [ 3M - 1Y [		0 0	0	-1	0	0	-1	0	0	0		0	0	0
[ 1Y - 2Y [		0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0		0 0	0 0	0 0
[ 2Y [ - 3Y		0	0	-1	0	0	-1	0	0	0		0	0	0
[3Y - 5Y [	Cyp rus	0	0	0	0	0	0	0	0	0		0	0	0
[5Y - 10 Y [		0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore Tota l		0 0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - [ 3M		0	0 0	-2 0	0 0	0 0	-2 0	0 -39	0 0	0 0	0	0 0	0 0	0 0
[ 3M - 1Y [		15	0	15	8	0	8	0	0	0		0	0	0
[ 1Y - 2Y [		2	0	2	0	0	2	0	0	0		0	0	0
[ 2Y - 3Y [	Cze ch R epub lic	22	0	20	4	0	-2	0	0	18		0	0	0
[3Y - 5Y [ [5Y Y [ - 10		225 266	0	225	112	0	113	0	0	0		2	2	0
[10Y [ - m ore		0	0 0	266 0	0 0	0 0	10 0	0 0	0 0	256 0		3 0	3 0	0 0
Tota l		531	0	528	124	0	131	-39	0	274	0	5	5	0
[ 0 - 3M [		7	7	7	0	0	0	0	0	0		0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		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 0	0 0		0 0	0 0	0 0
[3Y - 5Y [	Den k mar	0	0	0	0	0	0	-6	0	0		0	0	0
[5Y - 10 Y [		8	0	8	0	0	0	0	0	8		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l [ 0 - 3M [		16 0	7	15	0	0	0	-6	0	8	0	0	0	0
[ 3M - 1Y [		0	0 0	0 0	0 0	0 0	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
[ 2Y - 3Y [	Esto nia	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
[5Y - 10 Y [ [10Y [ - m ore		14 0	14	14	0	0	0	0	0	0		0	0	0
Tota l		14	0 14	0 14	0 0	0 0	0 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
[ 3M - 1Y [		11	0	11	8	0	3	0	0	0		0	0	0
[ 1Y - 2Y [		8	0	8	0	0	8	0	0	0		0	0	0
[ 2Y - 3Y [ [3Y - 5Y [	Finla nd	0 11	0	0	0	0	0	0	0	0		0	0	0
[5Y - 10 Y [		74	0 0	11 56	0 70	0 0	11 -14	0 17	0 0	0 0		0 0	0 -1	0 -1
[10Y [ - m ore		114	114	114	0	0	-1	0	0	0		0	0	0
Tota l		219	114	201	78	0	8	17	0	0	0	0	-1	-1

Dec-11DE018COMMERZBANK AG

(in m illion Eur o)		G	H	I	J	K	L	M	N	O	P	Q	R	S
		GRO SS D IREC (acc ing v alue ount	T LO NG EXP OSU RES ns) ( 1) f pro visio gro ss o	(gro f pro visio ss o	NET DIR res ( nd w rite-o ff ex ns a posu othe ies o nly w nter part r cou	ECT PO SITI ONS ) ne long t of c ash shor t pos here the re is turity ma ma	ition of s eign deb t to over g) (1 ) tchin	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (3) EXP OSU RES (on and off bala she et) nce	Mem o Ite m	Prov ision d s an -off write	Prud entia l filte r AFS ereig sets sov n as	Res erve AFS ereig sets sov n as	Fair valu e of Cas h
Res idua l Ma turi ty ↓	Cou ntry		of w hich : loa nd ns a adv es in the HTM anc and Loan d s an ivab les p ortfo lios rece		of w hich : Ava ilabl e fo r sale fina ncia l ass ets (AFS )	of w hich : Fin anci al ts de sign ated at fa ir asse valu e thr h pro fit or oug loss (FVO )	of w hich : Fin anci al as sets ing(2 ) held for trad	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Nom inal Valu e Deb t se curi ties in HT M an d Lo ans and Rec eiva bles portf olios	on Sove reign ets ass (loan s, ad vanc es and debt rities ) secu (+)	(incl udin g the fair valu e of Cas h flo d w an fair v alue hed ging ) cont racts ) (4) (+/-	(gro ss th e fai lue o f r va Cas h flo d fa ir w an valu e he dgin g ) cont racts ) (4) (+/-	flow and fair valu e hedg ing c ontr acts on A FS s eign over ts asse ) (4) (+/-
[ 0 - 3M [		351	140	351	5	0	205	-9	0	0		0	0	0
[ 3M - 1Y [		411	4	405	15	0	387	0	0	0		0	0	0
[ 1Y - 2Y [		32	0	28	0	0	21	11	0	8		0	0	0
[ 2Y - 3Y [	Fran ce	66	0	62	0	0	62	0	0	0		0	0	0
[3Y - 5Y [		73	15	42	5	0	-6	-21	1	28		0	0	0
[5Y - 10 Y [		84	8	43	0	0	2	3	5	33		0	0	0
[10Y [ - m ore Tota l		737 1,75 4	97	454 1,38	0	0	-161	0	0	516		14	14	0
[ 0 - 3M [		2,28 8	263	4 2,28	25	0	511 1,35	-16	6	584	0	15	15	0
[ 3M - 1Y [		3,06 0	781 911	7 3,03 1	69 518	0 0	1 1,21 7	369 1,06 5	0 0	85 385		0 -1	-5 -5	-5 -4
[ 1Y - 2Y [		3,03 8	1,54 9	3,00 7	177	0	833	23	0	448		0	-4	-4
[ 2Y - 3Y [	Germ any	1,92 8	600	1,86 1	766	0	178	-180	0	317		2	-40	-42
[3Y - 5Y [		2,52 6	899	2,45 4	953	0	134	-11	0	468		1	-16	-17
[5Y - 10 Y [		7,04 4	2,95 3	6,94 1	3,34 0	0	212	7	-8	436		-35	-91	-56
[10Y [ - m ore Tota l		9,81 3 29,6 98	8,56 3 16,2	9,34 3 28,9	0 5,82	0	-4 3,92	562 1,83	-1	783 2,92		8	4	-4
[ 0 - 3M [		1	56 0	24 1	3 0	0 0	1 1	5 0	-9 0	3 0	1	-25 0	-157 0	-132 0
[ 3M [ - 1Y		9	0	9	9	0	0	0	-1	0		0	0	0
[ 1Y - 2Y [		9	0	0	1	0	0	0	-10	0		0	0	0
[ 2Y - 3Y [	ce (5 ) Gree	3	0	-2	0	0	-2	0	10	0		0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0		0	0	0
[5Y - 10 Y [		5 7	0	4	4	0	0	0	-5	0		0	-2	-2
[10Y [ - m ore Tota l		2,88 2,91 3	0 0	2,88 7 2,89 8	53 66	0 0	0 -1	0 0	-1 -7	2,83 3 2,83 3	2,16 7	0 0	0 -3	0 -3
[ 0 - 3M [		1	1	1	0	0	0	0	0	0		0	0	0
[ 3M - 1Y [		90	0	84	0	0	-6	0	1	90		0	0	0
[ 1Y - 2Y [		6	1	-6	0	0	-11	0	-10	4		0	0	0
[ 2Y [ - 3Y	Hun gary	54	1	54	0	3	13	0	-1	36		1	1	0
[3Y - 5Y [ - 10		224 341	3	224	0	0	9	0	-2	213		2	2	0
[5Y Y [ [10Y [ - m ore		9	7	341	0	0	7	0	7	327		14	14	0
Tota l		725	7 21	9 707	0 0	0 3	2 13	0 0	7 2	0 670	1	0 16	0 16	0 0
[ 0 - 3M [		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
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0		0	0	0
[ 2Y - 3Y [ - 5Y	Icela nd	0 0	0	0	0	0	0	0	0	0		0	0	0
[3Y [ [5Y - 10 Y [		0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore		0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0		0 0	0 0	0 0
Tota l		0	0	0	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [		1	0	1	0	0	1	0	0	0		0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0		0	0	0
[ 1Y - 2Y [ [ 2Y - 3Y [		0 1	0	-1	0	0	-1	0	0	0		0	0	0
[3Y - 5Y [	Irela nd	0	0 0	1 0	0 0	0 0	1 0	0 0	0 0	0 0		0 0	0 0	0 0
[5Y - 10 Y [		0	0	0	0	0	0	0	-5	0		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	3	0		0	0	0
Tota l		3	0	1	0	0	1	0	-2	0	0	0	0	0
[ 0 - 3M [		122	0	106	0	0	106	0	0	0		0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		51 30	0	48	0	0	44	0	0	4		0	0	0
[ 2Y - 3Y [		50	0 0	1 23	0 0	0 0	1 20	0 0	0 1	0 3		0 0	0 0	0 0
[3Y - 5Y [	Italy	531	0	466	0	0	-2	0	0	468		2	2	0
[5Y - 10 Y [		464	0	-219	0	0	-555	1	78	336		6	6	0
[10Y [ - m ore		8,34 8	0	7,72 0	3,10 4	0	-58	19	-6	4,67 4		1,62 3	690	-932
Tota l		9,59 6	0	8,14 5	3,10 4	0	-444	21	73	5,48 5	5	1,63 0	698	-932
[ 0 - 3M [ [ 3M - 1Y [		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 0	0 0		0 0	0 0	0 0
[ 2Y - 3Y [		60	0	60	0	0	0	0	0	60		1	1	0
[3Y - 5Y [	Latv ia	0	0	0	0	0	0	0	0	0		0	0	0
[5Y - 10 Y [		83	0	80	0	0	-3	0	0	83		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	2	0		0	0	0
Tota l		143	0	140	0	0	-3	0	2	143	1	1	1	0

Dec-11DE018COMMERZBANK AG

(in m illion Eur o)		G	H	I	J	K	L	M	N	O	P	Q	R	S
		GRO SS D IREC (acc ing v ount	T LO NG EXP OSU RES ns) ( 1) alue f pro visio gro ss o	(gro f pro visio ss o	NET DIR res ( nd w rite-o ff ex ns a posu othe ies o nly w nter part r cou	ECT PO SITI ONS ) ne long t of c ash shor t pos here the re is turity ma ma	ition of s eign deb t to over g) (1 ) tchin	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (3) EXP OSU RES (on and off bala she et) nce	Mem o Ite m	Prov ision d s an -off write on	Prud entia l filte r AFS ereig sets sov n as	Res erve AFS ereig sets sov n as	Fair valu e of Cas h flow and fair valu e
Res idua l Ma turi ty ↓	Cou ntry		of w hich : loa nd ns a adv es in the HTM anc and Loan d s an ivab les p ortfo lios rece		of w hich : Ava ilabl e fo r sale fina ncia l ass ets (AFS )	of w hich : Fin anci al ts de sign ated at fa ir asse valu e thr h pro fit or oug loss (FVO )	of w hich : Fin anci al as sets ing(2 ) held for trad	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Nom inal Valu e Deb t se curi ties in HT M an d Lo ans and Rec eiva bles portf olios	Sove reign ets ass (loan s, ad vanc es and debt rities ) secu (+)	(incl udin g the fair valu e of Cas h flo d w an fair v alue hed ging ) cont racts ) (4) (+/-	(gro ss th e fai lue o f r va Cas h flo d fa ir w an valu e he dgin g ) cont racts ) (4) (+/-	hedg ing c ontr acts on A FS s eign over ts asse ) (4) (+/-
[ 0 - 3M [		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
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0		0	0	0
[ 2Y - 3Y [	Liec hten stein	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
[5Y - 10 Y [		0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l		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
[ 3M - 1Y [ - 2Y		25 65	0	25	0	0	0	0	0	25		0	0	0
[ 1Y [ [ 2Y - 3Y [		0	0	65	0	0	0	0	-10	65		0	0	0
[3Y - 5Y [	Lithu ania	102	0 0	0 102	0 0	0 0	0 2	0 0	0 0	0 100		0 2	0 2	0 0
[5Y - 10 Y [		69	0	69	0	0	1	0	-2	68		2	2	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l		261	0	261	0	0	3	0	-12	258	1	5	5	0
[ 0 - 3M [		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
[ 1Y - 2Y [		17	0	17	11	0	6	0	0	0		0	0	0
[ 2Y - 3Y [ - 5Y	Luxe mbo urg	0	0	0	0	0	0	0	0	0		0	0	0
[3Y [ [5Y - 10 Y [		0 0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l		17	0 0	0 17	0 11	0 0	0 6	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
[ 3M - 1Y [		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
[ 2Y [ - 3Y	Malt a	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
[5Y - 10 Y [		0 0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore Tota l		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		30	0 0	0 30	0 11	0 0	0 18	0 0	0 0	0 0	0	0 0	0 0	0 0
[ 3M - 1Y [		288	5	288	0	0	282	0	0	0		0	0	0
[ 1Y - 2Y [		14	0	14	0	0	14	4	0	0		0	0	0
[ 2Y - 3Y [	Neth erla nds	9	5	-12	3	0	-20	-70	0	0		0	0	0
[3Y - 5Y [		13	5	10	4	0	1	14	0	0		0	0	0
[5Y - 10 Y [		130	5	113	117	0	-10	-74	0	0		-1	-4	-3
[10Y [ - m ore Tota l		12 495	0	0	0	0	0	-298	0	0		0	0	0
[ 0 - 3M [		0	21	442	136	0	286	-425	0	0	0	-1	-4	-3
[ 3M - 1Y [		0	0 0	0 0	0 0	0 0	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
[ 2Y - 3Y [	Norw	0	0	0	0	0	0	0	0	0		0	0	0
[3Y - 5Y [	ay	0	0	0	0	0	0	0	0	0		0	0	0
[5Y - 10 Y [		0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore Tota l		0 0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		57	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		1,10 3	3	57 1,10	54	0	0	0	0	0		0	0	0
[ 1Y - 2Y [		267	35 37	3 267	852 199	0 0	0 15	0 0	0 0	216 15		-1 -1	-1 -1	0 0
[ 2Y - 3Y [	Pola nd	61	19	61	27	0	15	0	0	0		0	0	0
[3Y - 5Y [		879	94	879	566	0	1	0	-1	217		0	0	0
[5Y - 10 Y [		2,15 4	369	2,14 8	1,22 4	0	1	0	2	554		15	15	0
[10Y [ - m ore		144	76	128	8	0	-15	0	0	60		1	1	0
Tota l		4,66 4	633	4,64 3	2,93 0	0	17	0	1	1,06 2	0	15	15	0
[ 0 - 3M [ - 1Y		0 0	0	0	0	0	0	0	0	0		0	0	0
[ 3M [ [ 1Y - 2Y [		0	0	-1	0	0	-1	0	0	0		0	0	0
[ 2Y - 3Y [		1	0 0	0 1	0 0	0 0	0 1	0 0	-11 4	0 0		0 0	0 0	0 0
[3Y - 5Y [	Port ugal	0	0	-1	0	0	-1	0	0	0		0	0	0
[5Y - 10 Y [		366	51	366	0	0	0	0	-19	315		8	8	0
[10Y [ - m ore		475	0	475	0	0	0	0	11	475		34	34	0
Tota l		843	51	840	0	0	-1	0	-15	790	3	42	42	0

Dec-11DE018COMMERZBANK AG

(in m illion Eur o)		G	H	I	J	K	L	M	N	O	P	Q	R	S
Res idua l Ma turi ty		GRO SS D IREC (acc ing v ount	T LO NG EXP OSU RES ns) ( 1) alue f pro visio gro ss o	(gro f pro visio ss o	NET DIR res ( nd w rite-o ff ex ns a posu othe ies o nly w nter part r cou	ECT PO SITI ONS ) ne long t of c ash shor t pos here the re is turity ma ma	ition of s eign deb t to over g) (1 ) tchin	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (3) EXP OSU RES (on and off bala she et) nce	Mem o Ite m	Prov ision d s an -off write on Sove ets	Prud entia l filte r AFS ereig sets sov n as (incl udin g the fair	Res erve AFS ereig sets sov n as (gro ss th e fai lue o f r va	Fair valu e of Cas h flow and fair valu e
↓	Cou ntry		of w hich : loa nd ns a adv es in the HTM anc and Loan d s an ivab les p ortfo lios rece		of w hich : Ava ilabl e fo r sale fina ncia l ass ets (AFS )	of w hich : Fin anci al ts de sign ated at fa ir asse valu e thr h pro fit or oug loss (FVO )	of w hich : Fin anci al as sets ing(2 ) held for trad	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Nom inal Valu e Deb t se curi ties in HT M an d Lo ans and Rec eiva bles portf olios	reign ass (loan s, ad vanc es and debt rities ) secu (+)	valu e of Cas h flo d w an fair v alue hed ging ) cont racts ) (4) (+/-	Cas h flo d fa ir w an valu e he dgin g ) cont racts ) (4) (+/-	hedg ing c ontr acts on A FS s eign over ts asse ) (4) (+/-
[ 0 - 3M [		34
[ 3M - 1Y [		0	34 0	34 0	0 0	0 0	0 0	0 0	0 0	0 0		0 0	0 0	0 0
[ 1Y - 2Y [		10	10	10	0	0	0	0	0	0		0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0		0	0	0
[3Y - 5Y [	Rom ania	32	32	32	0	0	0	0	0	0		0	0	0
[5Y - 10 Y [		7	7	7	0	0	0	0	0	0		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l		83	83	83	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [		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
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0		0	0	0
[ 2Y - 3Y [		253	0	253	0	0	0	0	0	253		1	1	0
[3Y - 5Y [	Slov akia	1	0	-2	0	0	-2	0	0	0		0	0	0
[5Y - 10 Y [		143	0	142	0	0	2	0	1	140		3	3	0
[10Y [ - m ore		0	0	-1	0	0	-1	0	0	0		0	0	0
Tota l		396	0	391	0	0	-1	0	1	393	0	5	5	0
[ 0 - 3M [		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
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0		0	0	0
[ 2Y - 3Y [		21	0	21	0	0	0	0	0	21		0	0	0
[3Y - 5Y [	Slov enia	2
[5Y - 10 Y [		58	0	2	2	0	0	0	0	0		0	0	0
[10Y [ - m ore		0	0	58	0	0	0	0	2	58		0	0	0
Tota l		82	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		123	0	82	2	0	0	0	2	79	0	1	1	0
[ 3M - 1Y [		434	0	123	59	0	64	0	0	0		0	0	0
[ 1Y - 2Y [		83	76	430	0	0	18	0	0	336		0	0	0
[ 2Y [ - 3Y		258	0	83	0	0	23	0	0	60		0	0	0
[3Y - 5Y [	Spa in	861	0	256	34	0	4	0	0	218		2	1	-1
[5Y - 10 Y [		526	121	848	0	0	-2 -1,1	0	0	729		3	3	0
[10Y [ - m ore		796	97	-607	19	0	20	0	11	397		6	2	-4
Tota l		3,08 1	80 373	788 1,92 2	12 124	0 0	129 -883	0 0	-3 8	567 2,30 8	4	17 30	17 25	0 -5
[ 0 - 3M [		12	12	12	0	0	0	23	0	0		0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	1	0	0		0	0	0
[ 1Y - 2Y [		3	0	3	0	0	3	0	0	0		0	0	0
[ 2Y - 3Y [		0	0	-1	0	0	-1	0	0	0		0	0	0
[3Y - 5Y [	Swe den	22	0	22	0	0	0	0	0	22		0	0	0
[5Y - 10 Y [		0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l		38	12	37	0	0	2	24	0	22	0	0	0	0
[ 0 - 3M [		0	0	0	0	0	0	42	0	0		0	0	0
[ 3M - 1Y [		4	4	4	0	0	0	0	0	0		0	0	0
[ 1Y - 2Y [		12	12	12	0	0	0	0	0	0		0	0	0
[ 2Y - 3Y [		3	2	3	1	0	0	0	0	0		0	0	0
[3Y - 5Y [	Unit ed K ingd om	0	0	0	0	0	0	0	0	0		0	0	0
[5Y - 10 Y [		18	18	18	0	0	0	0	2	0		0	0	0
[10Y [ - m ore		2,25 6	2,21 6	2,25 6	0	0	0	0	0	40		-1	-1	0
Tota l		2,29 3	2,25 2	2,29 3	1	0	0	42	2	40	0	-1	-1	0
	TOT AL E EA 3 0	59,1 25	20,5 67	55,1 96	12,8 43	11	3,71 8	1,54 6	69	18,0 57	2,18 4	1,76 5	636	-1,1 30

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

(4) According with CEBS Guidelines on prudential filters it is required a consistent treatment of gains and losses resulting from a transaction whereby a cash flow hedge is created for an available for sale instrument: i.e. if the gains on the hedged

item are recognised in additional own funds, so should the results of the corresponding cash flow hedging derivative. Moreover if fair-value hedging contracts on sovereign assets are taken in consideration for the computation of the prudential filters (before their removal), the FV of such contracts must be reported in the column AB.

(5) Please report gross and net direct positions before eventual write-off (PSI); in the column provisions must be included eventual write-off (PSI).

Jun-12DE018COMMERZBANK AG

(in m illion Eur o)		G	H	I	J	K	L	M	N	O	P	Q	R	S
Res idua l Ma turi ty ↓	Cou ntry	GRO SS D IREC (acc ing v alue ount	T LO NG EXP OSU RES ns) ( 1) f pro visio gro ss o	(gro f pro visio ss o	NET DIR res ( nd w rite-o ff ex ns a posu othe ies o nly w nter part r cou	ECT PO SITI ONS ) ne long t of c ash shor t pos here the re is turity ma ma	ition of s eign deb t to over g) (1 ) tchin	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (3) EXP OSU RES (on and off bala she et) nce	Mem o Ite m Nom inal Valu e Deb t se curi ties	Prov ision d s an -off write on Sove reign ets ass (loan s, ad vanc es	Prud entia l filte r AFS ereig sets sov n as (incl udin g the fair valu e of Cas h flo d w an	Res erve AFS ereig sets sov n as (gro ss th e fai lue o f r va Cas h flo d fa ir w an	Fair valu e of Cas h flow and fair valu e hedg ing c ontr acts on A FS s eign over
			of w hich : loa nd ns a adv es in the HTM anc and Loan d s an ivab les p ortfo lios rece		of w hich : Ava ilabl e fo r sale fina ncia l ass ets (AFS )	of w hich : Fin anci al ts de sign ated at fa ir asse valu e thr h pro fit or oug loss (FVO )	of w hich : Fin anci al as sets ing(2 ) held for trad	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	in HT M an d Lo ans and Rec eiva bles portf olios	and debt rities ) secu (+)	fair v alue hed ging ) cont racts ) (4) (+/-	valu e he dgin g ) cont racts ) (4) (+/-	ts asse ) (4) (+/-
[ 0 - 3M [		6	0	6	0	0	6	3	0	0		0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0		0	0	0
[ 1Y - 2Y [		2	1	2	0	0	1	24	0	0		0	0	0
[ 2Y - 3Y [	Aust ria	35	1	25	0	5	18	2	6	0		0	0	0
[3Y - 5Y [		154	10	153	98	0	5	5	0	41		1	-13	-14
[5Y - 10 Y [		19	4	-27	0	5	-35	-2	0	0		0	0	0
[10Y [ - m ore		818	416	808	270	0	-8	32	0	130		19	-27	-46
Tota l		1,03 3	433	967	368	10	-14	63	6	171	0	20	-40	-60
[ 0 - 3M [		1	1	1	0	0	1	0	0	0		0	0	0
[ 3M - 1Y [		60	0	57	0	0	57	0	0	0		0	0	0
[ 1Y - 2Y [		0	0	-1	0	0	-1	-8	0	0		0	0	0
[ 2Y - 3Y [	Belg ium	146	30	146	0	0	116	5	0	0		0	0	0
[3Y - 5Y [		65	0	56	56	0	0	0	0	0		1	-3	-3
[5Y - 10 Y [		14 3	0	2	0	0	2	22	0	0		0	0	0
[10Y [ - m ore Tota l		290	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		0	31	263	56	0	176	18	0	0	0	1	-3	-3
[ 3M - 1Y [		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 0	0 0		0 0	0 0	0 0
[ 2Y - 3Y [		1	0	1	0	0	1	0	0	0		0	0	0
[3Y - 5Y [	Bulg aria	0	0	0	0	0	0	0	0	0		0	0	0
[5Y - 10 Y [		0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	1	0		0	0	0
Tota l		1	0	1	0	0	1	0	1	0	0	0	0	0
[ 0 - 3M [		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
[ 1Y - 2Y [		18	0	-2	0	0	-2	0	0	0		0	0	0
[ 2Y [ - 3Y	Cyp rus	0	0	-1	0	0	-1	0	0	0		0	0	0
[3Y - 5Y [ [5Y - 10 Y [		0 1	0	-1	0	0	-1	0	0	0		0	0	0
[10Y [ - m ore		0	0	1	0	0	1	0	0	0		0	0	0
Tota l		19	0 0	0 -4	0 0	0 0	0 -4	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
[ 3M - 1Y [		8	0	8	8	0	0	0	0	0		0	0	0
[ 1Y - 2Y [		2	0	2	2	0	0	0	0	0		0	0	0
[ 2Y - 3Y [	Cze ch R epub lic	24	0	24	5	0	1	0	0	18		0	0	0
[3Y - 5Y [		117	0	117	117	0	0	0	0	0		0	0	0
[5Y Y [ - 10		256	0	249	0	0	-7	0	0	256		3	3	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l 3M		408 7	0	401	132	0	-6	0	0	274	0	2	2	0
[ 0 - [ [ 3M - 1Y [		0	7	7	0	0	0	0	0	0		0	0	0
[ 1Y - 2Y [		16	0	0	0	0	0	0	0	0		0	0	0
[ 2Y - 3Y [		0	0 0	16 0	0 0	0 0	16 0	0 0	0 0	0 0		0 0	0 0	0 0
[3Y - 5Y [	Den k mar	0	0	0	0	0	0	-5	0	0		0	0	0
[5Y - 10 Y [		7	0	7	0	0	0	0	0	7		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l		30	7	30	0	0	16	-5	0	7	0	0	0	0
[ 0 - 3M [		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
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0		0	0	0
[ 2Y - 3Y [ [3Y - 5Y [	Esto nia	0 0	0	0	0	0	0	0	0	0		0	0	0
[5Y - 10 Y [		14	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore		0	14 0	14 0	0 0	0 0	0 0	0 0	0 0	0 0		0 0	0 0	0 0
Tota l		14	14	14	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [		0	0	0	0	0	0	4	0	0		0	0	0
[ 3M - 1Y [		0	0	-24	0	0	-24	0	0	0		0	0	0
[ 1Y - 2Y [		15	0	15	0	0	15	0	0	0		0	0	0
[ 2Y - 3Y [	Finla nd	2	0	2	0	0	2	0	0	0		0	0	0
[3Y - 5Y [		1	0	-10	0	0	-10	0	0	0		0	0	0
[5Y - 10 Y [		88	0	82	76	0	7	17	0	0		0	-2	-2
[10Y [ - m ore		111	111	110	0	0	0	0	0	0		0	0	0
Tota l		216	111	176	76	0	-11	21	0	0	0	0	-2	-2

Jun-12DE018COMMERZBANK AG

(in m illion Eur o)		G	H	I	J	K	L	M	N	O	P	Q	R	S
		GRO SS D IREC (acc ing v ount	T LO NG EXP OSU RES ns) ( 1) alue f pro visio gro ss o	(gro f pro visio ss o	NET DIR res ( nd w rite-o ff ex ns a posu othe ies o nly w nter part r cou	ECT PO SITI ONS ) ne long t of c ash shor t pos here the re is turity ma ma	ition of s eign deb t to over g) (1 ) tchin	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (3) EXP OSU RES (on and off bala she et) nce	Mem o Ite m	Prov ision d s an -off write on	Prud entia l filte r AFS ereig sets sov n as	Res erve AFS ereig sets sov n as	Fair valu e of Cas h flow and fair valu e
Res idua l Ma turi ty ↓	Cou ntry		of w hich : loa nd ns a adv es in the HTM anc and Loan d s an ivab les p ortfo lios rece		of w hich : Ava ilabl e fo r sale fina ncia l ass ets (AFS )	of w hich : Fin anci al ts de sign ated at fa ir asse valu e thr h pro fit or oug loss (FVO )	of w hich : Fin anci al as sets ing(2 ) held for trad	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Nom inal Valu e Deb t se curi ties in HT M an d Lo ans and Rec eiva bles portf olios	Sove reign ets ass (loan s, ad vanc es and debt rities ) secu (+)	(incl udin g the fair valu e of Cas h flo d w an fair v alue hed ging ) cont racts ) (4) (+/-	(gro ss th e fai lue o f r va Cas h flo d fa ir w an valu e he dgin g ) cont racts ) (4) (+/-	hedg ing c ontr acts on A FS s eign over ts asse ) (4) (+/-
[ 0 - 3M [		420	128	420	0	0	292	0	0	0		0	0	0
[ 3M - 1Y [		232	2	5	5	0	-1	0	0	0		0	0	0
[ 1Y - 2Y [		207	0	200	0	0	192	10	0	8		0	0	0
[ 2Y - 3Y [	Fran ce	44	5	30	0	0	25	0	0	0		0	0	0
[3Y - 5Y [		81	8	-71	5	0	-113	-23	1	28		0	0	0
[5Y - 10 Y [		138	15	-487	0	0	-535	4	4	33		0	0	0
[10Y [ - m ore Tota l		738 1,85 9	86	442	0	0	-160	0	0	516		14	14	0
[ 0 - 3M [		1,62 5	244	538 1,62	10	0	-300	-10	5	584	0	15	15	0
[ 3M - 1Y [		2,08 7	441 1,22 4	4 2,05 2	384 73	0 0	610 568	-414 -346	0 0	190 188		0 0	-1 -1	-1 -1
[ 1Y - 2Y [		3,00 0	1,17 4	2,92 5	710	0	584	-56	0	457		0	-27	-27
[ 2Y - 3Y [	Germ	1,87 3	531	1,79 1	860	0	225	-137	0	175		0	-35	-34
[3Y - 5Y [	any	2,50 9	1,01 8	2,11 9	864	0	-176	-252	0	413		-2	-32	-30
[5Y - 10 Y [		7,63 3	3,24 8	7,35 6	3,53 7	0	33	144	0	538		-13	-253	-241
[10Y [ - m ore		9,52 5	8,34 6	8,95 0	0	0	-78	998	0	681		6	6	0
Tota l 3M		28,2 50 0	15,9 82	26,8 17	6,42 7	0	1,76 4	-63	0	2,64 3	2	-9	-344	-334
[ 0 - [ [ 3M [ - 1Y		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 0	0 0		0 0	0 0	0 0
[ 2Y - 3Y [	ce (5 )	0	0	0	0	0	0	0	0	0		0	0	0
[3Y - 5Y [	Gree	0	0	0	0	0	0	0	0	0		0	0	0
[5Y - 10 Y [		0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore		3	0	-2	0	0	-2	0	0	0		0	0	0
Tota l		3	0	-1	0	0	-1	0	0	0	0	0	0	0
[ 0 - 3M [ [ 3M - 1Y [		0 19	0	0	0	0	0	0	0	0		0	0	0
[ 1Y - 2Y [		8	1 1	13 8	0 0	0 0	11 6	0 0	0 1	0 0		0 0	0 0	0 0
[ 2Y [ - 3Y		1	1	1	0	0	0	0	1	0		0	0	0
[3Y - 5Y [	Hun gary	165	3	165	0	0	0	0	-2	162		1	1	0
[5Y - 10 Y [		298	7	298	0	0	5	0	11	285		12	12	0
[10Y [ - m ore		6	6	6	0	0	0	0	0	0		0	0	0
Tota l		497	21	490	0	0	23	0	10	447	1	13	13	0
[ 0 - 3M [ - 1Y		0	0	0	0	0	0	0	0	0		0	0	0
[ 3M [ [ 1Y - 2Y [		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 0	0 0		0 0	0 0	0 0
[3Y - 5Y [	Icela nd	0	0	0	0	0	0	0	0	0		0	0	0
[5Y - 10 Y [		0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l		0	0	0	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [ - 1Y		0 1	0	0	0	0	0	0	0	0		0	0	0
[ 3M [ [ 1Y - 2Y [		1	0	1	0	0	1	0	0	0		0	0	0
[ 2Y - 3Y [		0	0 0	1 0	0 0	0 0	1 0	0 0	0 0	0 0		0 0	0 0	0 0
[3Y - 5Y [	Irela nd	6	0	6	0	0	6	0	0	0		0	0	0
[5Y - 10 Y [		4	0	2	0	0	2	0	-4	0		0	0	0
[10Y [ - m ore		0	0	-1	0	0	-1	0	0	0		0	0	0
Tota l		12	0	9	0	0	9	0	-4	0	0	0	0	0
[ 0 - 3M [ - 1Y		106 56	0	77	0	0	77	0	0	0		0	0	0
[ 3M [ [ 1Y - 2Y [		29	0	-63	0	0	-64	0	0	2		0	0	0
[ 2Y - 3Y [		203	0 0	7 143	0 0	0 0	7 -24	0 0	-2 1	0 167		0 2	0 2	0 0
[3Y - 5Y [	Italy	410	0	331	0	0	21	0	-8	309		0	0	0
[5Y - 10 Y [		548	0	-173	0	0	-582	0	80	409		6	6	0
[10Y [ - m ore		8,60 9	0	7,93 0	3,34 7	0	-57	22	-9	4,64 0		1,56 1	478	-1,0 84
Tota l		9,96 1	0	8,25 2	3,34 7	0	-623	22	63	5,52 8	10	1,56 9	485	-1,0 84
[ 0 - 3M [		0	0	0	0	0	0	0	0	0		0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		0 60	0	0	0	0	0	0	0	0		0	0	0
[ 2Y - 3Y [		0	0	60	0	0	0	0	0	60		1	1	0
[3Y - 5Y [	Latv ia	0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0		0 0	0 0	0 0
[5Y - 10 Y [		78	0	77	0	0	-1	0	0	78		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	2	0		0	0	0
Tota l		138	0	137	0	0	-1	0	2	138	0	1	1	0

Jun-12DE018COMMERZBANK AG

(in m illion Eur o)		G	H	I	J	K	L	M	N	O	P	Q	R	S
Res idua l Ma turi		GRO SS D IREC (acc ing v alue ount	T LO NG EXP OSU RES ns) ( 1) f pro visio gro ss o	(gro f pro visio ss o	NET DIR res ( nd w rite-o ff ex ns a posu othe ies o nly w nter part r cou	ECT PO SITI ONS ) ne long t of c ash shor t pos here the re is turity ma ma	ition of s eign deb t to over g) (1 ) tchin	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (3) EXP OSU RES (on and off bala she et) nce	Mem o Ite m	Prov ision d s an -off write on	Prud entia l filte r AFS ereig sets sov n as udin fair	Res erve AFS ereig sets sov n as ss th e fai lue o f	Fair valu e of Cas h flow and fair valu e
ty ↓	Cou ntry		of w hich : loa nd ns a adv es in the HTM anc and Loan d s an ivab les p ortfo lios rece		of w hich : Ava ilabl e fo r sale fina ncia l ass ets (AFS )	of w hich : Fin anci al ts de sign ated at fa ir asse valu e thr h pro fit or oug loss (FVO )	of w hich : Fin anci al as sets ing(2 ) held for trad	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Nom inal Valu e Deb t se curi ties in HT M an d Lo ans and Rec eiva bles portf olios	Sove reign ets ass (loan s, ad vanc es and debt rities ) secu (+)	(incl g the valu e of Cas h flo d w an fair v alue hed ging ) cont racts ) (4) (+/-	(gro r va Cas h flo d fa ir w an valu e he dgin g ) cont racts ) (4) (+/-	hedg ing c ontr acts on A FS s eign over ts asse ) (4) (+/-
[ 0 - 3M [		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
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0		0	0	0
[ 2Y - 3Y [	Liec hten stein	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
[5Y - 10 Y [		0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l		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
[ 3M - 1Y [		65	0	65	0	0	0	0	0	65		0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0		0	0	0
[ 2Y - 3Y [	Lithu ania	0	0	0	0	0	0	0	0	0		0	0	0
[3Y - 5Y [		100	0	100	0	0	0	0	0	100		2	2	0
[5Y - 10 Y [		70 0	0	69	0	0	1	0	-1	68		2	2	0
[10Y [ - m ore Tota l		235	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		0	0	234	0	0	1	0	-2	233	1	5	5	0
[ 3M [ - 1Y		0	0	0	0	0	0	0	0	0		0	0	0
[ 1Y - 2Y [		11	0 0	0 11	0 11	0 0	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
[3Y - 5Y [	Luxe mbo urg	0	0	0	0	0	0	0	0	0		0	0	0
[5Y - 10 Y [		10	0	10	0	0	10	0	0	0		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l		21	0	21	11	0	10	0	0	0	0	0	0	0
[ 0 - 3M [		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
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0		0	0	0
[ 2Y [ - 3Y	Malt a	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
[5Y - 10 Y [		0 0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore Tota l		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		99	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		485	0 5	99 423	0 0	0 0	99 417	609 2	0 0	0 0		0 0	0 0	0 0
[ 1Y - 2Y [		33	1	33	1	0	31	-60	0	0		0	0	0
[ 2Y - 3Y [		9	7	-88	0	0	-95	-14	0	0		0	0	0
[3Y - 5Y [	Neth erla nds	279	0	268	272	0	-5	-91	0	0		0	-1	-1
[5Y - 10 Y [		125	0	105	120	0	-15	25	0	0		0	-5	-5
[10Y [ - m ore		78	0	53	0	0	53	-379	-1	0		0	0	0
Tota l		1,10 7	13	892	394	0	485	92	-1	0	0	1	-6	-6
[ 0 - 3M [		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
[ 1Y - 2Y [ - 3Y		0 0	0	0	0	0	0	0	0	0		0	0	0
[ 2Y [ [3Y - 5Y [	Norw ay	0	0	0	0	0	0	0	0	0		0	0	0
[5Y - 10 Y [		0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore		0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0		0 0	0 0	0 0
Tota l		0	0	0	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [		444	3	444	427	0	1	0	0	12		0	0	0
[ 3M - 1Y [		427	12	427	416	0	0	0	0	0		0	0	0
[ 1Y - 2Y [		156	17	128	113	0	-2	0	0	0		0	0	0
[ 2Y - 3Y [	Pola nd	199	22	197	134	0	-1	0	0	42		-1	-1	0
[3Y - 5Y [		984	90	983	717	0	-1	0	1	177		-8	-8	0
[5Y - 10 Y [		2,29 8	363	2,29 5	1,35 2	0	6	0	0	574		6	6	0
[10Y [ - m ore		84	76	67	8	0	-17	0	1	0		0	0	0
Tota l		4,59 2	583	4,54 1	3,16 6	0	-13	0	2	805	0	-3	-3	0
[ 0 - 3M [ - 1Y		2	0	2	0	0	2	0	0	0		0	0	0
[ 3M [ - 2Y		0 7	0	0	0	0	0	0	0	0		0	0	0
[ 1Y [ [ 2Y - 3Y [		9	0	7	0	0	7	0	0	0		0	0	0
[3Y - 5Y [	Port ugal	0	0	0	0	0	0	0	2	0		0	0	0
[5Y - 10 Y [		377	0 51	-7 376	0 0	0 0	-7 10	0 0	0 -28	0 315		0 8	0 8	0 0
[10Y [ - m ore		477	0	477	0	0	2	0	-11	475		34	34	0
Tota l		873	51	856	0	0	15	0	-37	790	8	41	41	0

Jun-12DE018COMMERZBANK AG

(in m illion Eur o)		G	H	I	J	K	L	M	N	O	P	Q	R	S
Res idua l Ma turi ty ↓		GRO SS D IREC T LO NG EXP OSU RES ns) ( 1) (acc ing v alue f pro visio ount gro ss o		NET DIR ECT PO SITI ONS (gro res ( ) ne f pro visio nd w rite-o ff ex long t of c ash shor t pos ition of s eign deb t to ss o ns a posu over g) (1 ) othe ies o nly w here the re is turity tchin nter part r cou ma ma			DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (3) EXP OSU RES (on and off bala she et) nce	Mem o Ite m	Prov ision d s an -off write on Sove ets	Prud entia l filte r AFS ereig sets sov n as (incl udin g the fair	Res erve AFS ereig sets sov n as (gro ss th e fai lue o f r va	Fair valu e of Cas h flow and fair valu e
	Cou ntry		of w hich : loa nd ns a adv es in the HTM anc and Loan d s an ivab les p ortfo lios rece		of w hich : Ava ilabl e fo r sale fina ncia l ass ets (AFS )	of w hich : Fin anci al ts de sign ated at fa ir asse valu e thr h pro fit or oug loss (FVO )	of w hich : Fin anci al as sets ing(2 ) held for trad	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Net posi tion at fa ir va lues (Der ivativ ith p ositiv e fai es w r valu Deri vativ ith e + es w tive fair v alue ) nega	Nom inal Valu e Deb t se curi ties in HT M an d Lo ans and Rec eiva bles portf olios	reign ass (loan s, ad vanc es and debt rities ) secu (+)	valu e of Cas h flo d w an fair v alue hed ging ) cont racts ) (4) (+/-	Cas h flo d fa ir w an valu e he dgin g ) cont racts ) (4) (+/-	hedg ing c ontr acts on A FS s eign over ts asse ) (4) (+/-
[ 0 - 3M [		11	11	11	0	0	0	0	0	0		0	0	0
[ 3M - 1Y [		7
[ 1Y - 2Y [		4	7	7	0	0	0	0	0	0		0	0	0
[ 2Y - 3Y [		0	4	4	0	0	0	0	0	0		0	0	0
[3Y - 5Y [	Rom ania	38	0 38	0 38	0 0	0 0	0 0	0 0	0 0	0 0		0 0	0 0	0 0
[5Y - 10 Y [		21	21	21	0	0	0	0	0	0		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l		81	81	81	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [		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
[ 1Y - 2Y [		253	0	252	0	0	0	0	0	253		1	1	0
[ 2Y - 3Y [	Slov akia	1	0	1	0	0	1	0	0	0		0	0	0
[3Y - 5Y [		44	0	39	0	0	-1	0	0	40		1	1	0
[5Y - 10 Y [		102	0	102	0	0	2	0	0	100		3	3	0
[10Y [ - m ore		0	0	-1	0	0	-1	0	0	0		0	0	0
Tota l		399	0	393	0	0	0	0	0	393	0	4	4	0
[ 0 - 3M [		3	3	3	0	0	0	0	0	0		0	0	0
[ 3M [ - 1Y		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
[ 2Y - 3Y [	Slov enia	1	0	1	1	0	0	0	0	0		0	0	0
[3Y - 5Y [		60	0	60	2	0	0	0	0	58		0	0	0
[5Y - 10 Y [		0	0	0	0	0	0	0	1	0		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l		63	3	63	2	0	0	0	1	58	0	0	0	0
[ 0 - 3M [		148	28	148	0	0	1	0	0	119		0	0	0
[ 3M - 1Y [ - 2Y		162	0	154	0	0	12	0	0	142		0	0	0
[ 1Y [ - 3Y		82 197	0	82	0	0	22	0	0	60		0	0	0
[ 2Y [ [3Y - 5Y [	Spa in	1,03 4	0	196 1,01	34	0	3	0	0	160		3	1	-2
[5Y - 10 Y [		348	117	3	0	0	-18	0	0	915		5	5	0
[10Y [ - m ore		660	95	-426	14	0	-753	0	0	218		8	3	-5
Tota l		2,63 2	79 319	659 1,82 6	9 57	0 0	3 -730	0 0	0 0	567 2,18 0	30	19 34	19 27	0 -7
[ 0 - 3M [		0	0	0	0	0	0	2	0	0		0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	-1	0	0		0	0	0
[ 1Y - 2Y [		4	0	4	0	0	4	0	0	0		0	0	0
[ 2Y - 3Y [		6	0	6	0	0	6	0	0	0		0	0	0
[3Y - 5Y [	Swe den	23	0	23	0	0	0	0	0	23		0	0	0
[5Y - 10 Y [		0	0	0	0	0	0	0	0	0		0	0	0
[10Y [ - m ore		0	0	0	0	0	0	0	0	0		0	0	0
Tota l		33	0	33	0	0	10	1	0	23	0	0	0	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0		0	0	0
[ 3M - 1Y [		9	9	9	0	0	0	0	0	0		0	0	0
[ 1Y - 2Y [		7	6	7	1	0	0	0	0	0		0	0	0
[ 2Y - 3Y [	Unit ed K ingd om	0	0	0	0	0	0	0	0	0		0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	3	0		0	0	0
[5Y - 10 Y [		21	19	19	0	0	0	0	1	0		0	0	0
[10Y [ - m ore		2,28 3	2,24 2	2,28 3	0	0	0	0	0	41		-1	-1	0
Tota l		2,32 0	2,27 6	2,31 8	1	0	0	0	5	41	0	-1	-1	0
	TOT AL E EA 3 0	55,0 88	20,1 67	49,3 47	14,0 48	10	807	138	49	14,3 15	52	1,69 2	196	-1,4 96

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

(4) According with CEBS Guidelines on prudential filters it is required a consistent treatment of gains and losses resulting from a transaction whereby a cash flow hedge is created for an available for sale instrument: i.e. if the gains on the hedged

item are recognised in additional own funds, so should the results of the corresponding cash flow hedging derivative. Moreover if fair-value hedging contracts on sovereign assets are taken in consideration for the computation of the prudential filters (before their removal), the FV of such contracts must be reported in the column AB.

(5) Please report gross and net direct positions before eventual write-off (PSI); in the column provisions must be included eventual write-off (PSI).