Natwest Group PLC

Annual Report • Oct 4, 2012

Co unt ry	GB
Ban k c ode	GB 088
Ban k n am e	RO YA L B AN K O F S CO TLA ND GR OU P p lc

Composition of capital

	Dec -11			Jun -12
Cap ital ition CR D3 rule pos s	Milli on G BP	% R WA	Mill ion GBP	% R WA	Not es
A) C ity b efo re d edu ctio ns ( Orig inal n fu nds with hyb rid out om mon equ ow	53,6 59		54,0 63		CO REP CA 1.1 - hy brid ins and othe trum ents ent port gov ernm sup me asu res r
inst and oth han ord inar y sh ) (+ ) ents t su rt m er t rum gov ern men ppo eas ures ares					than ord inar y sh ares
Of w hich : (+) elig ible ital a nd r cap ese rves	69,7 64		68,9 83		CO REP CA CO REP line 1.1 .1 + 1.1 .2.1
Of w : (-) ts (i ll) hich inta ngib les a nclu ding dwi sse goo	-14, 858		-14 ,888		ds ( CO ) Net t inc lude d in T1 fun REP line 1.1 .5.1 am oun own
(1) Of w hich : (-/+ ) ad just valu atio n di ffere s in othe r AF S as t to sets men nce	1,06 5		520		Prud enti al fi lters for lato apit al (C OR EP line 1.1. 2.6. 06) regu ry c
B) D ns f ity ( d fr n fu ) (- edu ctio Elem ents ded ucte orig inal nds rom com mon equ om ow )	-8,5 73	-2.0 %	-6,9 77	-1.6 %	CO REP CA 1.3 .T1* (ne gati nt) ve a mou
Of w hich : (-) ded uctio f pa rtici pati and sub ordi d cl aim nate ns o ons s	-340		-313		Tota l of item def ined by Arti cle 57 ( l), (m ), (n ) (o) and (p) of D irec tive s as 6/48 /EC s (C OR 200 and ded ucte d fro rigin al o fund EP lines from 1.3 .1 m o wn ) to 1 .3.5 inc lude d in line 1.3 .T1*
(2) Of w hich : (-) uriti sati t inc lude d in RW A a rdin ith C RD3 sec on e xpo sure s no cco g w	-4,7 82	-1.1 %	-3,5 79	-0.8 %	CO REP line 1.3 .7 in clud ed i n lin e 1. 3.T1 * (5 0% uriti sati s in sec on e xpo sure the ban king and trad ing boo k su bjec t to 125 0% risk wei ght; Art . 57 (r) of Dire ctive 200 6/48 /EC )
Of w hich : (-) IRB visio n sh ortfa ll an d IR B eq uity ecte d lo nts (bef pro exp ss a mou ore tax)	-3,4 51	-0.8 %	-3,0 85	-0.7 %	efin (q) o f Di /48/ EC (CO As d ed b y Ar ticle 57 rect ive 2 006 REP line 1.3 .8 inclu ded in 1 .3.T 1*)
C) C ity ( A+B ) om mon equ	45,0 86	10.3 %	47,0 86	10.8 %
Of w hich : ord inar y sh sub scri bed by ent ares gov ernm	45,1 00	10.3 %	45,1 00	10.4 %	Paid ordi sha sub scri bed by ent up nary res gov ernm
D) O the r ins elig ible for etin g th e bu ffer (+) trum ents me	0		0
Hyb rids to b rted into ord inar y sh by 31s t of Oct obe r 20 12 e co nve ares
New Co Cos iss ued ordi o E BA Com Ter m S hee ng t t acc mon
E) O the r Ex istin ent t me (+) g g ove rnm sup por asu res		0.0%		0.0%
F) C Tier 1 in clud ing oth er i ligib le a nd e xist ing ntru ts e t su rt ore men gov ern men ppo es ( C+D +E) mea sur	45,0 86	10.3 %	47,0 86	10.8 %
G) H ybr id in ubs crib ed b stru ts n ot s nt men y go ver nme			9,86 1		n fu (C OR + C OR Net unt inclu ded in T 1 ow nds EP line 1.1. 4.1a EP lines amo from 0 0 CO REP line a (n tive t)) 1.1 .2.2 1 to 1.1 .2.2 5 + 1.1 .5.2 ega am oun sub scri bed by not ent gov ernm
Tier 1 C apit al (F +G) (To tal o rigi nal fun ds f ral s olve ) own or g ene ncy pu rpo ses	45,0 86	10.3 %	56,9 47	13.1	% C OR EP CA 1.4 = C OR EP CA 1.1 + C OR EP CA 1.3. T1* (ne ive unt) gat amo
RW A	439 ,036		434 ,681
Sov ign Cap ital buff ere er
H) P rud ent ial f ilter (AF S so ign ets in E EA f 30 th S epte mbe r 20 11) (-/+) vere ass as o	-1,0 50		-1,0 50
I) D iffer e be he b ook val nd t he f air v alue of ign (Bo nds twe en t ets enc ue a sov ere ass ios(3 ), as and Lo and adv es) in th e H TM and Lo & R ivab les tfol of ans anc ans ece por	66		66
Se 30th ptem ber 201 1. Sov ign ital buff er f es i n E EA (H+ I) ere cap or e xpo sur	0		0		Sum of P rude ntia l filte d va luat ion. If n tive it is set to 0 r an ega
J) A ddit iona l im pair ign (-) ts o men n so vere exp osu res	-224		-29		Plea rt th rite- dow ign ted duri he ng t se r epo e w ns o n so vere exp osu res acc oun four th q f 20 11 ( Dec 201 1 co lum n) a nd t he f irst half of 2 012 (Ju uart er o ne 201 2 co lum n) w ith t he l imit for t he t otal imp aim ents (De c 11 + J un 2 012 ) of the erei gn b uffe r for h co untr sov eac y
Sho rtfa ll (+ ) / S lus (-) t o 9% bef lica tion ign ital buff urp ore app sov ere cap er	-5,5 73		-7,9 65		9%R WA -Co re T ier 1 inc ludi xist ing ent port ng e gov ernm sup me asu res.
Ove rall Sho rtfa ll (+ ) / S lus (-) a fter inc ludi reig pita l bu ffer and urp ng s ove n ca add ition al im pair ign ts o men n so vere exp osu res Not nd d efin ition	-5,7 97		-7,9 94		9%R WA -(Co re T ier 1 inc ludi xist ing ent port ng e gov ernm sup me asu res- Sov erei apit al b uffe r for in E EA) gn c exp osu res

A

(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

C t o n r u y	G B
B k d a n c o e	G B 0 8 8
B k a n n a m e	O O S C O G O Y A L B A N K F T L A N D R U P p

Composition of RWA

( ) in i l l ion G B P m
	De 1 1 c-	Ju 1 2 n-
To l R W A ( in b le A 5 ) ta t ta 2 se e re p or g - r ow	4 3 9, 0 3 6	4 3 4, 6 8 1
fo d i is k R W A t r r c re	3 3 7, 0 7 5	3 3 4, 8 6 4
d R W A Se i isa io i isa io t t t t cu r n an re ‐se cu r ns	1 0, 4 6 3	6, 0 0 6
O he d i is k R W A t t r r c re	3 2 6, 6 2 1	3 2 8, 8 8 5
fo ke k R W A is t r r m ar	6 4, 0 3 9	5 3, 9 6 4
l r k R W A io is t op er a na	3 7, 9 2 2	4 5, 8 5 3
i io l f loo Tr t an s na rs	0	0
he R W A O t r	0	0

B

Exposures to sovereigns (central, regional and local governments) in EEA, as of Dec 2011, mln GBP

Cou ntry	GB
Ban k co de	GB0 88
Ban k na me	OYA L B ANK OF SC OTL AND GR OUP p

y rit tu		SS D IREC GRO T LO (acc ing v alue ount gros	SUR ES NG E XPO s) (1) s of ision prov	(gro f pro visio ss o reign deb sove	ECT NET DIR nd w rite- off e ns a xpos othe ies o t to nter part r cou	POS NS ITIO (lon g) ne t of cash ures nly w here the re is mat	sho rt po sitio n of g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	REC T SO INDI VER EIGN (7) EXP OSU RES (on and off b alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n	Rese rve AFS ereig sov n	Fair valu e of Cash flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ts he ld fo asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces debt uritie s) sec (+)	ts (in clud ing t he asse fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	ts (g the asse ross fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 0 - 3M [		0		-1	0		-1	0	0			0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		19 13		17 -14	5 1		12 -15	0 8	0 0			0 0	0 0	0 0
[ 2Y - 3Y [	Aust ria	18		-58	0		-58	0	2			0	0	0
[3Y - 5Y [		78		77	0		77	440	-7			0	0	0
[5Y - 10Y [ [10Y - mo re		93 276		-102 305	3 269		-105 36	0 0	11 0			0 44	0 37	0 -81
Tot		497	0	224	278	0	-54	448	7	0		44	37	-81
[ 0 - 3M [		20		-14	7		-21	0	0			0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		13 24	0 0	-84 -35	0 0		-84 -35	0 2	0 0			0 0	0 0	0 0
[ 2Y - 3Y [		46		-8	0		-8	0	1			0	0	0
[3Y - 5Y [	Belg ium	75	0	-50	7		-57	87	-8			0	0	0
[5Y - 10Y [ [10Y - mo		851 321	0 0	604 215	423 305		181 -90	0 0	16 0			36 80	14 24	-50 -104
re Tot		1,35 0	0	628	742	0	-114	89	9	0		116	38	-154
[ 0 - 3M [		0		0	0		0		0
[ 3M - 1Y [ - 2Y		0 0		0 0	0 0		0 0		0 0
[ 1Y [ [ 2Y - 3Y [		0		0	0		0		0
[3Y - 5Y [	Bulg aria	0		0	0		0		-3
[5Y - 10Y [		0		0	0		0		2
[10Y - mo re Tot		0 0	0	0 0	0 0	0 0	0 0	0	0 -2	0		0	0	0
[ 0 - 3M [		0		0	0		0		0
[ 3M - 1Y [		0		0	0		0		0
[ 1Y [ - 2Y [ 2Y - 3Y [		0 0		0 0	0 0		0 0		0 0
[3Y - 5Y [	Cypr us	0		0	0		0		0
[5Y - 10Y [		0		0	0		0		0
[10Y - mo re Tot		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
[ 3M - 1Y [		98	0	98	10		88	0	0			0	0	0
[ 1Y - 2Y [ [ 2Y - 3Y [		1 1	0	1 1	0 0		1 1	0 3	0 1			0 0	0 0	0 0
[3Y - 5Y [	Czec h Re publ ic	54	0	54	46		8	65	0			0	0	0
[5Y - 10Y [		58	0	51	54		-3	0	0			5	1	-6
[10Y - mo re Tot		8 220	0 0	5 210	2 112	0	3 98	0 69	0 0	0		0 5	0 1	0 -6
[ 0 - 3M [		1,23 1		1,22 8	421		807	0	0			0	0	0
[ 3M - 1Y [		332	0	335	0		335	0	0			0	0	0
[ 1Y - 2Y [ [ 2Y - 3Y [		0 0		0 0	0 0		0 0	0 0	0 0			0 0	0 0	0 0
[3Y - 5Y [	Denm ark	0	0	0	0		0	0	3			0	0	0
[5Y - 10Y [		0		0	0		0	0	-3			0	0	0
[10Y - mo re Tot		0 1,56 3	0	0 1,56 3	0 421	0	0 1,14 2	0 0	0 -1	0		0 0	0 0	0 0
[ 0 - 3M [		0		0	0		0
[ 3M - 1Y [		0		0	0		0
[ 1Y - 2Y [ [ 2Y - 3Y [		0 0		0 0	0 0		0 0
[3Y - 5Y [	Esto nia	0		0	0		0
[5Y - 10Y [		0		0	0		0
[10Y - mo re Tot		0 0	0	0 0	0 0	0	0 0	0	0	0		0	0	0
[ 0 - 3M [		1	0	1	0		1	0	0	0		0	0	0
[ 3M - 1Y [		0	0	-4	0		-4	0	0	0		0	0	0
[ 1Y [ - 2Y		0		-3	0		-3	0	0	0		0	0	0
[ 2Y - 3Y [ [3Y - 5Y [	Finla nd	0 21	0	62 -73	0 0		62 -73	0 331	0 -3	0 0		0 0	0 0	0 0
[5Y - 10Y [		233	9	217	32		176	0	3	0		1	4	-5
[10Y - mo re		118	112	118	0		6	0	0	0		0	0	0
Tot		373	121	318	32	0	165	331	0	0		1	4	-5

								C1
y rit tu		SS D IREC GRO T LO (acc ing v alue ount gros	SUR ES NG E XPO s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	ECT NET DIR rite- off e nd w ns a xpos othe ies o nter part r cou	POS NS ITIO (lon g) ne t of cash ures nly w here the re is mat	sitio n of sho rt po g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (7) EXP OSU RES (on and off b alan ce shee t)	Mem o Ite m Nom inal V alue	Prov ision d s an write -off o n Sove	Prud entia l filte r AFS ereig sov n ts (in clud ing t he asse	Rese rve AFS ereig sov n ts (g the asse ross	Cash Fair valu e of flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ld fo ts he asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	reign ts (lo asse ans, adva and nces s) debt uritie sec (+)	fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 0 - 3M [		221	0	43	0		43	0	0			0	0	0
[ 3M - 1Y [		6,52 4	0	5,55 5	219		5,33 6	6	-1			0	2	-2
[ 1Y - 2Y [		588	0	-2,62 5	496		-3,12 1	10	1			-8	20	-12
[ 2Y - 3Y [		1,08 0	0	807	1,05 3		-246	0	-1			-18	33	-15
[3Y - 5Y [	Fran ce	1,50 2	0	983	289		694	341	29			-13	13	0
[5Y - 10Y [		923	36	781	325		420	0	5			3	18	-21
[10Y - mo re		997	445	621	266		-90	0	0			50	26	-76
Tot		11,8 35	481	6,16 5	2,64 8	0	3,03 6	357	33	0		14	112	-126
[ 0 - 3M [		2,39 0	0	2,25 2	479		1,77 3	0	0			1	0	-2
[ 3M - 1Y [		350	0	337	221		116	11	0			-2	4	-2
[ 1Y - 2Y [		1,03 1	0	766	952		-186	26	0			-1	34	-33
[ 2Y - 3Y [	Germ	1,80 6	0	1,71 6	1,67 7		39	13	6			-47	95	-48
[3Y - 5Y [	any	3,88 2	0	3,18 1	2,87 5		306	374	-12			-150	188	-38
[5Y - 10Y [		4,98 7	0	4,65 5	4,58 6		69	0	19			-193	291	-97
[10Y - mo re		1,72 6	0	1,18 0	1,24 5		-65	0	-4			-131	204	-73
Tot		16,1 72	0	14,0 87	12,0 35	0	2,05 2	423	9	0		-523	816	-293
[ 0 - 3M [		1,27 6	7	1,27 6	1,26 8		1	0	0			0	0	0
[ 3M - 1Y [		11		11	0		11	0	-51			0	0	0
[ 1Y - 2Y [		13		10	0		10	0	16			0	0	0
[ 2Y - 3Y [	Gree ce (6 )	54		54	0		54	0	69			0	0	0
[3Y - 5Y [		18	0	18	13		5	0	-69			0	0	0
[5Y - 10Y [		196 121	0	196	191		5	0	33 0			0 0	0 0	0
[10Y - mo re Tot		1,68 9	0 7	119 1,68 4	108 1,58 0	0	11 97	0 0	-1	0	1,26 8	0	0	0 0
[ 0 - 3M [		0		0	0		0		0
[ 3M [ - 1Y		1		1	0		1		-1
[ 1Y - 2Y [		6		6	0		6		-1
[ 2Y - 3Y [		9	0	9	0		9	8	3
[3Y - 5Y [	Hung ary	0	0	-1	0		-1	0	12
[5Y - 10Y [		5		0	0		0		-1
[10Y - mo re		1		0	0		0		0
Tot		22	0	15	0	0	15	8	11	0	0	0	0	0
[ 0 - 3M [		0		0	0		0
[ 3M - 1Y [		0		0	0		0
[ 1Y - 2Y [		0		0	0		0
[ 2Y - 3Y [	Icela nd	0		0	0		0
[3Y - 5Y [		0		0	0		0
[5Y - 10Y [		0		0	0		0
[10Y - mo re		0		0	0		0
Tot		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [ - 1Y		1 0	0 0	1 0	0 0		1 0	0 92	0 0			0 0	0 0	0 0
[ 3M [ [ 1Y - 2Y [		0	0	-3	0		-3	0	-12			0	0	0
[ 2Y - 3Y [		5	3	5	0		2	0	-7			0	0	0
[3Y - [ 5Y	Irela nd	17	11	16	0		5	0	-18			0	0	0
[5Y - 10Y [		132	18	117	102		-3	0	22			46	-26	-20
[10Y - mo re		12	12	11	0		-1	0	0			0	0	0
Tot		168	45	148	102	0	1	92	-15	0		46	-26	-20
[ 0 - 3M [		75		-1,65 4	0		-1,65 4	0	0			0	0	0
[ 3M - 1Y [		2,82 3	0	1,73 9	0		1,73 9	3	0			0	0	0
[ 1Y - 2Y [		252	0	31	0		31	10	-7			0	0	0
[ 2Y - 3Y [	Italy	77		-818	0		-818	0	-13			0	0	0
[3Y - 5Y [		578	0	490	41		449	77	-77			7	1	-8
[5Y - 10Y [		866	0	401	596		-195	0	136			157	-63	-94
[10Y - mo re Tot		368 9	0 0	126 315	67 704	0	59 -389	0 90	3 42	0		56 220	-18 -80	-38
[ 0 - 3M [		5,03 0		0	0		0		0					-140
[ [ 3M - 1Y		0		0	0		0		1
[ 1Y - 2Y [		0		0	0		0		0
[ 2Y - 3Y [		0		0	0		0		2
[3Y - 5Y [	Latv ia	0		0	0		0		-1
[5Y - 10Y [		1		0	0		0		-2
[10Y - mo re		0		0	0		0		0
Tot		1	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		0		0	0		0		0
[ 3M - 1Y [		0		0	0		0		0
[ 1Y - 2Y [		0		0	0		0		0
[ 2Y - 3Y [	Liech tens tein	0		0	0		0		0
[3Y - 5Y [		0		0	0		0		0
[5Y - 10Y [		0		0	0		0		0
[10Y - mo re		0		0	0		0		0
Tot		0	0	0	0	0	0	0	0	0		0	0	0

								C1
y rit tu		SS D IREC GRO T LO (acc ing v alue ount gros	SUR ES NG E XPO s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	ECT NET DIR rite- off e nd w ns a xpos othe ies o nter part r cou	POS NS ITIO (lon g) ne t of cash ures nly w here the re is mat	sitio n of sho rt po g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (7) EXP OSU RES (on and off b alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n	Rese rve AFS ereig sov n	Cash Fair valu e of flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ld fo ts he asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces s) debt uritie sec (+)	ts (in clud ing t he asse fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	ts (g the asse ross fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 0 - 3M [		0		0	0		0		0
[ 3M - 1Y [		0		0	0		0		0
[ 1Y - 2Y [		0		0	0		0		0
[ 2Y - 3Y [	Lithu ania	0		0	0		0		0
[3Y - 5Y [		0		-2	0		-2		-3
[5Y - 10Y [		1		0	0		0		1
[10Y - mo re		0		0	0		0		0
Tot		1	0	-2	0	0	-2	0	-3	0		0	0	0
[ 0 - 3M [		0		0	0		0		0
[ 3M - 1Y [		0		0	0		0		0
[ 1Y - 2Y [		0		0	0		0		0
[ 2Y - 3Y [	Luxe mbo urg	0		0	0		0		0
[3Y - 5Y [		0		0	0		0		0
[5Y - 10Y [		0		0	0		0		0
[10Y - mo re		0		0	0		0		0
Tot		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		0		0	0		0
[ 3M - 1Y [		0		0	0		0
[ 1Y - 2Y [		0		0	0		0
[ 2Y - 3Y [	Malt a	0		0	0		0
[3Y - 5Y [		0		0	0		0
[5Y - 10Y [		0		0	0		0
[10Y - mo re		0		0	0		0
Tot		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		41	0	22	0		22	0	0			0	0	0
[ 3M [ - 1Y		459	9	459	51		399	0	0			-3	3	0
[ 1Y - 2Y [		26	0	26	0		26	0	0			0	0	0
[ 2Y - 3Y [		102	0	90	0		90	0	2			0	0	0
[3Y - 5Y [	Neth erlan ds	214	0	165	186		-21	41	0			-2	3	0
[5Y - 10Y [		1,15 8	0	1,15 4	991		163	0	-2			-65	106	-43
[10Y - mo re		306	0	-202	219		-421	0	0			-4	49	-44
Tot		2,30 6	9	1,71 4	1,44 7	0	258	41	0	0		-74	161	-87
[ 0 - 3M [		1		1	0		1	0	0
[ 3M - 1Y [		5	0	4	0		4	0	0
[ 1Y - 2Y [		1	0	-6	0		-6	3	0
[ 2Y - 3Y [		0	0	0	0		0	0	0
[3Y - 5Y [	Norw ay	2	0	2	0		2	0	0
[5Y - 10Y [		2		2	0		2	0	0
[10Y - mo re		0		0	0		0	0	0
Tot		11	0	3	0	0	3	3	0	0		0	0	0
[ 0 - 3M [		73	35	73	38		0	0	0			0	0	0
[ 3M - 1Y [		58	0	58	58		0	0	-1			0	0	0
[ 1Y - 2Y [		4		4	0		4	0	1			0	0	0
[ 2Y - 3Y [	Pola nd	5		4	0		4	0	0			0	0	0
[3Y - [ 5Y		7	0	7	0		7	0	2			0	0	0
[5Y - 10Y [		7		-3	0		-3	0	-4			0	0	0
[10Y - mo re		1		-2	0		-2	0	0			0	0	0
Tot		155	35	141	96	0	10	0	-2	0		0	0	0
[ 0 - 3M [		1		-34	0		-34	0	-4			0	0	0
[ 3M - 1Y [		0		-50	0		-50	0	1			0	0	0
[ 1Y - 2Y [		0	0	-34	0		-34	0	-7			0	0	0
[ 2Y - 3Y [		0		-1	0		-1	0	-11			0	0	0
[3Y - 5Y [	Portu gal	2	0	-4	0		-4	19	-33			0	0	0
[5Y - 10Y [		71	0	46	43		3	0	65			42	-32	-10
[10Y - mo re		17	0	17	13		4	0	0			16	-10	-6
Tot		91	0	-60	56	0	-116	19	12	0		58	-42	-16
[ 0 - 3M [		104	39	104	61		4	0	0			0	0	0
[ [ 3M - 1Y		139	2	139	94		43	0	0			0	0	0
[ 1Y - 2Y [		7	0	7	7		0	0	-1			0	0	0
[ 2Y - 3Y [		10	4	10	6		0	0	0			0	0	0
[3Y - 5Y [	Rom ania	5	0	5	5		0	0	1			0	0	0
[5Y - 10Y [		21	21	21	0		0	0	-2			0	0	0
[10Y - mo re		0		0	0		0		0			0	0	0
Tot		286	66	286	173	0	47	0	-3	0		0	0	0

								C1
y rit tu		SS D IREC GRO T LO (acc ing v alue ount gros	SUR ES NG E XPO s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	ECT NET DIR rite- off e nd w ns a xpos othe ies o nter part r cou	POS NS ITIO (lon g) ne t of cash ures nly w here the re is mat	sitio n of sho rt po g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (7) EXP OSU RES (on and off b alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n	Rese rve AFS ereig sov n	Cash Fair valu e of flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ld fo ts he asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces s) debt uritie sec (+)	ts (in clud ing t he asse fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	ts (g the asse ross fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 0 - 3M [		0		0	0		0		0			0	0	0
[ 3M - 1Y [		0		0	0		0		0			0	0	0
[ 1Y - 2Y [		0		0	0		0		0			0	0	0
- 3Y		0		-1	0		-1		0			0	0	0
[ 2Y [	Slov akia
[3Y - 5Y [		5		5	0		5		-1			0	0	0
[5Y - 10Y [		18		18	17		1		1			2	0	-2
[10Y - mo re		0		-3	0		-3		0			0	0	0
Tot		23	0	19	17	0	2	0	0	0		2	0	-2
[ 0 - 3M [		0		0	0		0		0
[ 3M - 1Y [		0		0	0		0		0
[ 1Y - 2Y [		0		0	0		0		0
[ 2Y - 3Y [	Slov enia	0		0	0		0		-1
[3Y - 5Y [		0		-1	0		-1		0
[5Y - 10Y [		1		0	0		0		0
[10Y - mo re		0		0	0		0		0
Tot		1	0	-1	0	0	-1	0	0	0		0	0	0
[ 0 - 3M [		12		-24	0		-24	0	0			0	0	0
[ 3M - 1Y [		78	9	42	0		33	0	1			0	0	0
[ 1Y - 2Y [		46		-188	0		-188	0	-3			0	0	0
[ 2Y - 3Y [	Spai n	22		-103	0		-103	0	1			0	0	0
[3Y - 5Y [		46	0	-61	33		-94	35	-65			15	-10	-5
[5Y - 10Y [		81		-3	0		-3	0	83			0	0	0
[10Y - mo re		118	0	-12	0		-12	0	0			0	0	0
Tot		403	9	-349	33	0	-391	35	16	0		15	-10	-5
									0			0	0
[ 0 - 3M [		97	94	97	0		3	0						0
[ 3M [ - 1Y		34	0	8	0		8	1	0			0	0	0
[ 1Y - 2Y [		9	0	4	9		-5	9	0			0	0	0
[ 2Y - 3Y [	Swe den	211	33	201	0		168	3	0			0	0	0
[3Y - 5Y [		81	0	-21	29		-50	43	-1			0	0	0
[5Y - 10Y [		128	59	-115	0		-174	0	-3			0	0	0
[10Y - mo re		159	156	20	0		-136	0	0			0	0	0
Tot		719	342	194	38	0	-186	55	-4	0		0	0	0
		4	9	7	61		-3		0	0		0	0	0
[ 0 - 3M [		2,42	2,10	2,16				2
[ 3M - 1Y [		47	23	27	4		0	10	0	4		0	0	0
[ 1Y - 2Y [		1,14 9	4	983	336		643	0	0	0		-3	3	0
[ 2Y - 3Y [	Unite d Kin gdom	805	5	323	771		-453	3	0	0		-24	25	0
[3Y - 5Y [		2,70 4	7	2,32 7	2,17 4		146	22	0	0		-100	110	-4
[5Y - 10Y [		9,28 4	9	8,84 6	7,27 5		1,56 2	0	0	0		-657	712	-53
[10Y - mo re		9,69 9	1,51 6	8,34 3	2,81 5		4,01 2	0	0	6		-307	579	-272
Tot		26,1 12	3,67 3	23,0 16	13,4 36	0	5,90 7	38	0	10		-1,09 1	1,42 9	-329
	TOT AL E EA 3 0	69,0 37	4,78 7	50,3 18	33,9 50	0	11,5 80	2,09 7	108	10	1,26 8	-1,16 7	2,44 0	-1,26 4

Legend

These cells do not have to be filled in.

These cells contain formulas (yellow cells)

These cells have to be filled in (white cells)

Notes and definitions

(6) For Greece: please report gross and net direct positions before eventual write-off (PSI); in the column provisions must be included eventual write-off (PSI).

(7) 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 clasiification 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

(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) Please provide a positive number if the book value is larger than the fair value of sovereign assets. Please provide a negative number if the book value is smaller than the fair value of the sovereign assets.

(4) Please provide a positive number if the book value is larger than the fair value of sovereign assets. Otherwise, 0 should be reported.

(5) 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.

Exposures to sovereigns (central, regional and local governments) in EEA, as of June 2012 , mln GBP

Cou ntry	GB
Ban k co de	GB0 88
Ban k na me	OYA L B ANK OF SC OTL AND GR OUP p

y rit tu		GRO SS D IREC T LO (acc ing v alue ount gros	NG E XPO SUR ES s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	NET DIR ECT nd w rite- off e ns a xpos othe ies o nter part r cou	POS ITIO NS (lon g) ne t of cash ures nly w here the re is mat	sho sitio n of rt po g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) IVES DER IVAT	INDI REC T SO VER EIGN (7) EXP OSU RES (on and off b alan ce t) shee	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n	Rese rve AFS ereig sov n	Fair valu e of Cash flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ts he ld fo asse r ng(2) tradi	Net p ositio n at fair v alue s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio n at fair v alue s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces debt uritie s) sec (+)	ts (in clud ing t he asse fair valu e of Cash flow and fair v alue hedg ing c ontra cts) ) (5) (+/-	ts (g the asse ross fair valu e of Cash flow and fair v alue hedg ing c ontra cts) ) (5) (+/-	hedg ing c ontra cts FS s on A eign over ts asse ) (5) (+/-
[ 0 - 3M [		15		9	0		9	0	0			0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		5 32		3 30	5 1		-2 29	0 3	0 0			0 0	0 0	0 0
[ 2Y - 3Y [	Aust ria	12		0	0		0	0	3			0	0	0
[3Y - 5Y [		34		23	0		23	373	-7			0	0	0
[5Y - 10Y [ [10Y - mo re		164 271		38 252	3 270		35 -18	0 0	8 0			0 46	0 45	0 -91
Tot		533	0	355	279	0	76	375	5	0		46	45	-91
[ 0 - 3M [		171		164	0		164	0	0			0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		303 11	0	288 -69	7 0		281 -69	1 0	0 1			0 0	0 0	0 0
[ 2Y - 3Y [		48		43	3		40	0	-1			0	0	0
[3Y - 5Y [	Belg ium	283	0	205	160		45	95	-2			3	16	-19
[5Y - 10Y [		763 420	0 0	341 308	271 304		70 4	0	8 0			15 76	22 42	-37 -118
[10Y - mo re Tot		1,99 9	0	1,28 0	745	0	535	0 95	5	0		94	80	-174
[ 0 - 3M [		0		0	0		0		0
[ 3M - 1Y [		0		0	0		0		0
[ 1Y - 2Y [ [ 2Y - 3Y [		0 0		0 0	0 0		0 0		0 0
[3Y - 5Y [	Bulg aria	0		0	0		0		-3
[5Y - 10Y [		0		0	0		0		0
[10Y - mo re Tot		0 0	0	0 0	0 0	0	0 0	0	0 -3	0		0	0	0
[ 0 - 3M [		0		0	0		0
[ 3M - 1Y [		0		0	0		0
[ 1Y - 2Y [ [ 2Y - 3Y [		0 0		0 0	0 0		0 0
[3Y - 5Y [	Cypr us	0		0	0		0
[5Y - [ 10Y		0		0	0		0
[10Y - mo re Tot		0 0	0	0 0	0 0	0	0 0	0	0	0		0	0	0
[ 0 - 3M [		32		32	32		0	0	0			0	0	0
[ 3M - 1Y [		19		19	0		19	0	0			0	0	0
[ 1Y - 2Y [		0		0	0		0	0	0			0 0	0 0	0
[ 2Y - 3Y [ [3Y - 5Y [	Czec h Re publ ic	7 44		7 39	7 43		0 -4	58 0	0 0			-1	1	0 0
[5Y - 10Y [		90		83	72		11	0	0			3	4	-7
[10Y - mo re		2		2	2		0	0	0			0	0	0
Tot [ 0 - 3M [		194 870	0 0	182 870	156 272	0	26 598	58 0	1 0	0		2	5	-7
[ 3M - 1Y [		1,89 3	0	1,89 3	0		1,89 3	0	0
[ 1Y - 2Y [		0		0	0		0	0	0
[ 2Y - 3Y [ [3Y - 5Y [	Denm ark	0 0	0	0 0	0 0		0 0	0 0	0 2
[5Y - 10Y [		0		0	0		0	0	-2
[10Y - mo re		0		0	0		0	0	0
Tot [ 0 - 3M [		2,76 3 0	0	2,76 3 0	272 0	0	2,49 1 0	0	-1	0		0	0	0
[ 3M - 1Y [		0		0	0		0
[ 1Y - 2Y [		0		0	0		0
[ 2Y - 3Y [ [3Y - 5Y [	Esto nia	0 0		0 0	0 0		0 0
[5Y - 10Y [		0		0	0		0
[10Y - mo re		0		0	0		0
Tot [ 0 - 3M [		0 10	0	0 10	0 0	0	0 10	0 0	0 0	0		0 0	0 0	0 0
[ 3M - 1Y [		0		0	0		0	0	0			0	0	0
[ 1Y - 2Y [		5		5	0		5	0	0			0	0	0
[ 2Y - 3Y [ 5Y	Finla nd	0		-17	0		-17	0	0			0 0	0 0	0
[3Y - [ [5Y - 10Y [		279 104	0 13	235 101	0 32		235 56	366 0	-2 3			0	5	0 -5
[10Y - mo re		135	100	66	0		-34	0	0			0	0	0
Tot		533	113	400	32	0	255	366	1	0		0	5	-5

								C2
y rit tu		SS D IREC GRO T LO (acc ing v alue ount gros	SUR ES NG E XPO s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	ECT NET DIR rite- off e nd w ns a xpos othe ies o nter part r cou	POS NS ITIO (lon g) ne t of cash ures nly w here the re is mat	sitio n of sho rt po g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (7) EXP OSU RES (on and off b alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n	Rese rve AFS ereig sov n	Cash Fair valu e of flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ld fo ts he asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces s) debt uritie sec (+)	ts (in clud ing t he asse fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	ts (g the asse ross fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 0 - 3M [		1,71 8	0	1,71 7	0		1,71 7	0	0	0		0	0	0
[ 3M - 1Y [		2,11 4	4	606	22		580	1	0	0		0	0	0
[ 1Y - 2Y [		531	0	-532	518		-1,05 0	7	1	0		-15	15	0
[ 2Y - 3Y [	Fran	330	0	166	102		64	0	0	0		-4	4	0
[3Y - 5Y [	ce	1,10 3	18	387	54		315	189	17	0		-10	10	0
[5Y - 10Y [		608	41	-137	143		-321	0	-4	0		6	18	-24
[10Y - mo re		1,26 0	434	860	271		155	0	0	0		50	35	-85
Tot		7,66 5	498	3,06 8	1,11 0	0	1,46 0	197	15	0		27	82	-109
[ 0 - 3M [		38	0	5	0		5	0	0			0	0	0
[ 3M - 1Y [		2,35 6	0	2,12 6	68		2,05 8	1	0			0	1	-1
[ 1Y - 2Y [		486	0	186	48		138	21	-1			-1	3	-1
[ 2Y - 3Y [	Germ	897	0	689	635		54	3	9			-18	30	-12
[3Y - 5Y [	any	4,13 3	0	3,71 2	3,04 2		670	467	-19			-159	211	-52
[5Y - 10Y [		4,96 7	0	4,85 9	3,93 6		923	0	15			-266	353	-88
[10Y - mo re		1,21 8	0	823	883		-60	0	-4			-56	122	-66
Tot		14,0 95	0	12,4 00	8,61 2	0	3,78 8	491	0	0		-500	720	-220
[ 0 - 3M [		4	4	4	0		0	0	0
[ 3M - 1Y [		0		0	0		0	0	0
[ 1Y - 2Y [		8		0	0		0	0	0
[ 2Y - 3Y [	Gree ce (6 )	0		0	0		0	0	0
[3Y - 5Y [		0	0	0	0		0	0	0
[5Y - 10Y [		0		0	0		0	0	0
[10Y - mo re		16		16	0		16	0	0
Tot		28	4	20	0	0	16	0	0	0		0	0	0
[ 0 - 3M [		0		0	0		0	0	0
[ 3M [ - 1Y		7		-4	0		-4	0	1
[ 1Y - 2Y [		21		20	0		20	0	0
[ 2Y - 3Y [	Hung ary	1		0	0		0	0	2
[3Y - 5Y [ 10Y		7 20		6 20	0 0		6 20	0	4 4
[5Y - [ [10Y - mo re		0		0	0		0	0 0	0
Tot		56	0	42	0	0	42	0	11	0		0	0	0
[ 0 - 3M [		0		0	0		0
[ 3M - 1Y [		0		0	0		0
[ 1Y - 2Y [		0		0	0		0
[ 2Y - 3Y [	Icela nd	0		0	0		0
[3Y - 5Y [		0		0	0		0
[5Y - 10Y [		0		0	0		0
[10Y - mo re		0		0	0		0
Tot		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [ - 1Y		3 3	3 0	3 3	0 0		0 3	0 2	0 -1			0 0	0 0	0 0
[ 3M [ [ 1Y - 2Y [		4	3	4	0		1	0	0			0	0	0
[ 2Y - 3Y [		0	0	0	0		0	0	-3			0	0	0
[3Y - [ 5Y	Irela nd	14	14	14	0		0	0	-29			0	0	0
[5Y - 10Y [		128	14	123	109		0	0	17			36	-13	-23
[10Y - mo re		11	11	7	0		-4	0	0			0	0	0
Tot		163	45	154	109	0	0	2	-16	0		36	-13	-23
[ 0 - 3M [		2,38 8		1,88 7	0		1,88 7	0	0			0	0	0
[ 3M - 1Y [		198		-1,99 9	0		-1,99 9	3	-2			0	0	0
[ 1Y - 2Y [		246		64	0		64	0	-12			0	0	0
[ 2Y - 3Y [	Italy	177		-532	0		-532	0	17			0	0	0
[3Y - 5Y [ 10Y		566 566		428 134	43 214		385	78	-91			7 45	0 -7	-7 -37
[5Y - [ [10Y - mo re		281		-80	69		-80 -149	0 0	164 3			56	-14	-43
Tot		4,42 2	0	-98	326	0	-424	81	79	0		108	-21	-87
[ 0 - 3M [		0		0	0		0		0
[ [ 3M - 1Y		0		0	0		0		0
[ 1Y - 2Y [		0		0	0		0		0
[ 2Y - 3Y [	Latv ia	0		0	0		0		1
[3Y - 5Y [		0		0	0		0		-4
[5Y - 10Y [		0		0	0		0		1
[10Y - mo re		0		0	0		0		0
Tot		0	0	0	0	0	0	0	-2	0		0	0	0

C2

y rit tu		GRO SS D IREC T LO (acc ing v alue ount gros	NG E XPO SUR ES s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	ECT NET DIR nd w rite- off e ns a xpos othe ies o nter part r cou	POS NS ITIO (lon g) ne t of cash ures nly w here the re is mat	sho sitio n of rt po g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (7) EXP OSU RES (on and off b alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n clud he	Rese rve AFS ereig sov n the	Cash Fair valu e of flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w for hich : Ava ilable sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ts he ld fo asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces s) debt uritie sec (+)	ts (in ing t asse fair valu e of Cash flow fair v and alue hedg ing c cts) ontra ) (5) (+/-	ts (g asse ross fair valu e of Cash flow fair v and alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 0 - 3M [		0		0	0		0
[ 3M - 1Y [ [ 1Y - 2Y [		0 0		0 0	0 0		0 0
[ 2Y - 3Y [		0		0	0		0
[3Y - 5Y [	Liech tens tein	0		0	0		0
[5Y - 10Y [		0 0		0 0	0 0		0
[10Y - mo re Tot		0	0	0	0	0	0 0	0	0	0		0	0	0
[ 0 - 3M [		0		0	0		0		0
[ 3M - 1Y [		0		-2	0		-2		0
[ 1Y - 2Y [ [ 2Y - 3Y [		0 1		0 1	0 0		0 1		0 0
[3Y - 5Y [	Lithu ania	0		0	0		0		-3
[5Y - 10Y [		3		3	0		3		1
[10Y - mo re Tot		0 4	0	0 2	0 0	0	0 2	0	0 -2	0		0	0	0
[ 0 - 3M [		0		0	0		0		0
[ 3M - 1Y [ - 2Y		0 0		0 0	0 0		0 0		0 0
[ 1Y [ [ 2Y [ - 3Y		0		0	0		0		0
[3Y - 5Y [	Luxe mbo urg	0		0	0		0		0
[5Y - 10Y [		0		0	0		0		0
[10Y - mo re Tot		0 0	0	0 0	0 0	0	0 0	0	0 0	0		0	0	0
[ 0 - 3M [		0		0	0		0
[ 3M - 1Y [ - 2Y		0 0		0 0	0 0		0 0
[ 1Y [ [ 2Y - 3Y [		0		0	0		0
[3Y - 5Y [	Malt a	0		0	0		0
[5Y - 10Y [ [10Y - mo re		0 0		0 0	0 0		0 0
Tot		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		7	0	6	0		6	0	0			0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		302 87	3 0	280 87	40 0		237 87	0 0	0 0			-1 0	1 0	0 0
[ 2Y - 3Y [	Neth erlan ds	356	0	248	178		70	0	4			-4	4	0
[3Y - 5Y [		398	0	132	0		132	35	-2			0	0	0
[5Y - 10Y [ [10Y - mo re		1,07 8 350	0 0	706 -82	885 203		-179 -285	0 0	-2 0			-65 11	114 42	-48 -54
Tot		2,57 8	3	1,37 7	1,30 6	0	68	35	0	0		-59	161	-102
[ 0 - 3M [ - 1Y		0 2	0	0 2	0 0		0 2	0	0 0
[ 3M [ [ 1Y - 2Y [		0	0	0	0		0	1 2	0
[ 2Y - 3Y [	Norw ay	1		1	0		1	0	0
[3Y - 5Y [ [5Y - 10Y [		5 1	0	5 1	0 0		5 1	0 0	0 0
[10Y - mo re		0		0	0		0	0	0
Tot		9	0	9	0	0	9	2	0	0		0	0	0
[ 0 - 3M [ [ 3M - 1Y [		38 61		38 61	38 59		0 2	0 0	0 1			0 0	0 0	0 0
[ 1Y - 2Y [		4		-13	0		-13	0	1			0	0	0
[ 2Y [ - 3Y 5Y	Pola nd	0 66		-8 65	0 0		-8 65	0 0	0 1			0 0	0 0	0 0
[3Y - [ [5Y - 10Y [		11		8	0		8	0	-3			0	0	0
[10Y - mo re		1		0	0		0	0	0			0	0	0
Tot		181 0	0	151 0	97 0	0	54 0	0 0	1 0	0		0 0	0 0	0 0
[ 0 - 3M [ [ 3M - 1Y [		1		1	0		1	0	-4			0	0	0
[ 1Y - 2Y [		0		-18	0		-18	0	14			0	0	0
[ 2Y - 3Y [ [3Y - 5Y [	Portu gal	0 0		-1 0	0 0		-1 0	0 17	4 -35			0 0	0 0	0 0
[5Y - 10Y [		45		43	39		4	0	48			20	-12	-8
[10Y - mo re		19		19	16		3	0	0			15	-9	-6
Tot [ 0 - 3M [		65 65	0 1	44 65	55 57	0	-11 7	17 0	26 0	0		35 0	-21 0	-14 0
[ 3M - 1Y [		181	0	181	163		18	0	0			0	0	0
[ 1Y - 2Y [		49	3	49	40		6	0	-1			0 1	0 -1	0
[ 2Y - 3Y [ [3Y - 5Y [	Rom ania	16 1	0	16 1	13 0		3 1	0 0	1 0			0	0	0 0
[5Y - 10Y [		23	19	23	0		4	0	-2			0	0	0
[10Y - mo re Tot		0 335	23	0 335	0 273	0	0 39	0 0	0 -1	0		0 1	0 -1	0 0

								C2
y rit tu		SS D IREC GRO T LO (acc ing v alue ount gros	SUR ES NG E XPO s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	ECT NET DIR rite- off e nd w ns a xpos othe ies o nter part r cou	POS NS ITIO (lon g) ne t of cash ures nly w here the re is mat	sitio n of sho rt po g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (7) EXP OSU RES (on and off b alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n	Rese rve AFS ereig sov n	Cash Fair valu e of flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ld fo ts he asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces s) debt uritie sec (+)	ts (in clud ing t he asse fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	ts (g the asse ross fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 0 - 3M [		0		0	0		0	0	0			0	0	0
[ 3M - 1Y [		0		0	0		0	0	0			0	0	0
[ 1Y - 2Y [		0		0	0		0	0	0			0	0	0
[ 2Y - 3Y [		0		0	0		0	0	0			0	0	0
[3Y - 5Y [	Slov akia	20		18	18		0	4	0			1	1	-2
10Y		4		-2	0				1			0	0	0
[5Y - [							-2	0
[10Y - mo re		5		5	0		5	0	0			0	0	0
Tot		29	0	21	18	0	3	4	1	0		1	1	-2
[ 0 - 3M [		0		0	0		0		0
[ 3M - 1Y [		0		0	0		0		0
[ 1Y - 2Y [		0		0	0		0		0
[ 2Y - 3Y [	Slov enia	1		1	0		1		-1
[3Y - 5Y [		0		0	0		0		-1
[5Y - 10Y [		1		0	0		0		0
[10Y - mo re		0		0	0		0		0
Tot		2	0	1	0	0	1	0	-1	0		0	0	0
[ 0 - 3M [		50	9	-14	0		-23	0	0			0	0	0
- 1Y		114		83	0		83	0	-2			0	0	0
[ 3M [												0	0
[ 1Y - 2Y [		33		-173	0		-173	0	-10					0
[ 2Y - 3Y [	Spai n	21		5	0		5	0	23			0	0	0
[3Y - 5Y [		59	0	20	29		-9	3	-81			19	-13	-6
[5Y - 10Y [		84		36	0		36	0	93			0	0	0
[10Y - mo re		61	0	-29	0		-29	0	4			0	0	0
Tot		422	9	-72	29	0	-110	3	28	0		19	-13	-6
[ 0 - 3M [		83	72	83	0		11	0	0			0	0	0
[ 3M [ - 1Y		4	0	4	0		4	0	0			0	0	0
[ 1Y - 2Y [		174	0	173	9		164	2	-1			0	0	0
[ 2Y - 3Y [		63		63	11		52	0	1			0	0	0
[3Y - 5Y [	Swe den	77	19	34	28		-13	49	-1			0	0	0
[5Y - 10Y [		145	38	43	0		5	0	-3			0	0	0
[10Y - mo re		154	152	150	0		-2	0	0			0	0	0
Tot		700	281	550	48	0	221	51	-4	0		0	0	0
[ 0 - 3M [		2,11 3	2,11 3	2,11 4	0		1	0	0	0		0	0	0
[ 3M - 1Y [		349	6	31	337		-312	1	0	4		-2	2	0
[ 1Y - 2Y [		855	2	582	541		39	0	0	0		-12	12	0
- 3Y												-19	21	-1
[ 2Y [	Unite d Kin gdom	632	3	526	596		-73	3	0	0
[3Y - 5Y [		2,57 7	5	2,38 0	1,94 2		433	1	0	0		-85	90	-3
[5Y - 10Y [		6,88 2	20	5,88 6	5,61 7		249	0	0	0		-666	706	-38
[10Y - mo re		8,52 1	1,51 4	8,14 5	2,85 5		3,77 6	0	0	5		-307	522	-215
Tot		21,9 29	3,66 3	19,6 64	11,8 88	0	4,11 3	6	0	9		-1,09 1	1,35 3	-257
	TOT AL E EA 3 0	58,7 04	4,63 8	42,6 47	25,3 55	0	12,6 54	1,78 5	142	9	0	-1,2 81	2,38 3	-1,0 97

These cells do not have to be filled in.

These cells contains formulas (yellow cells)

These cells have to be filled in (white cells)

(6) For Greece: please report gross and net direct positions before eventual write-off (PSI); in the column provisions must be included eventual write-off (PSI).

(7) 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 clasiification 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

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.

(5) 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.

(3) Please provide a positive number if the book value is larger than the fair value of sovereign assets. Please provide a negative number if the book value is smaller than the fair value of the sovereign assets.

(4) Please provide a positive number if the book value is larger than the fair value of sovereign assets. Otherwise, 0 should be reported.

Composition of capital

	Dec -11			Jun -12
Cap ital ition CR D3 rule pos s	Milli on E UR	% R WA	Mill ion EUR	% R WA	Not es
A) C ity b efo re d edu ctio ns ( Orig inal n fu nds with hyb rid out om mon equ ow inst ents and t su rt m oth er t han ord inar y sh ) (+ ) rum gov ern men ppo eas ures ares	64,2 39		67,0 09		CO CA REP 1.1 - hy brid ins trum ents and ent port othe gov ernm sup me asu res r than ord inar y sh ares
Of w hich : (+) elig ible ital a nd r cap ese rves	83,5 20		85,5 02		CO REP CA 1.1 .1 + CO REP line 1.1 .2.1
Of w hich : (-) inta ngib les a ts (i nclu ding dwi ll) sse goo	-17, 788		-18 ,453		Net t inc lude d in T1 fun ds ( CO REP line 1.1 .5.1 ) am oun own
(1) Of w hich : (-/+ ) ad just valu atio n di ffere s in othe r AF S as t to sets men nce	1,27 5		645		Prud enti al fi lters for lato apit al (C OR EP line 1.1. 2.6. 06) regu ry c
B) D edu ctio ns f ity ( Elem ents ded ucte d fr orig inal n fu nds ) (- rom com mon equ om ow )	-10, 263	-2.0 %	-8,6 47	-1.6 %	CO CA (ne nt) REP 1.3 .T1* gati ve a mou
Of w hich : (-) ded uctio f pa rtici pati and sub ordi nate d cl aim ns o ons s	-407		-388		Tota l of item def ined by Arti cle 57 ( l), (m ), (n ) (o) and (p) of D irec tive s as 200 6/48 /EC and ded d fro rigin al o fund s (C OR EP lines from 1.3 .1 ucte m o wn to 1 .3.5 inc lude d in line 1.3 .T1* )
(2) Of w hich : (-) uriti sati t inc lude d in RW A a rdin ith C RD3 sec on e xpo sure s no cco g w	-5,7 25	-1.1 %	-4,4 36	-0.8 %	CO REP line .7 in clud ed i n lin 3.T1 * (5 uriti sati s in 1.3 e 1. 0% sec on e xpo sure the ban king and trad ing boo k su bjec 125 0% risk wei ght; Art (r) of t to . 57 Dire ctive 200 6/48 /EC )
Of w hich : (-) IRB visio n sh ortfa ll an d IR B eq uity d lo (bef ecte nts pro exp ss a mou ore tax)	-4,1 31	-0.8 %	-3,8 23	-0.7 %	As d efin ed b y Ar ticle 57 (q) o f Di rect ive 2 006 /48/ EC (CO REP line 1.3 .8 inclu ded in 1 .3.T 1*)
C) C ity ( A+B ) om mon equ	53,9 76	10.3 %	58,3 62	10.8 %
Of w hich : ord inar y sh sub scri bed by ent ares gov ernm	55,9 00	10.6 %	55,9 00	10.4 %	Paid ordi sha sub scri bed by ent up nary res gov ernm
D) O the r ins elig ible for etin g th e bu ffer (+) trum ents me	0		0
t of Oct Hyb rids to b rted into ord inar y sh by 31s obe r 20 12 e co nve ares
Co Cos Com m S New iss ued ordi ng t o E BA Ter hee t acc mon
E) O the r Ex istin (+) ent t me g g ove rnm sup por asu res		0.0%		0.0%
F) C Tier 1 in clud ing oth er i ntru ts e ligib le a nd e xist ing t su rt ore men gov ern men ppo es ( C+D +E) mea sur	53,9 76	10.3 %	58,3 62	10.8 %
G) H ybr id in ubs crib ed b stru ts n ot s nt men y go ver nme	12,0 60		12,2 22		Net unt inclu ded in T 1 ow n fu nds (C OR EP line 1.1. 4.1a + C OR EP lines amo CO from 1.1 .2.2 0 1 to 1.1 .2.2 0 5 + REP line 1.1 .5.2 a (n tive t)) ega am oun not sub scri bed by ent gov ernm
1 C al (F +G) (To ) Tier apit tal o rigi nal fun ds f ral s olve own or g ene ncy pu rpo ses	66,0 36	12.6 %	70,5 85	13.1	% C CA = C CA + C CA (ne unt) OR EP 1.4 OR EP 1.1 OR EP 1.3. T1* gat ive amo
RW A	525 ,603		538 ,772
Sov Cap ign ital buff ere er
H) P rud ial f ilter (AF S so ign in E EA f 30 th S mbe r 20 11) (-/+) ent ets epte vere ass as o	-1,3 01		-1,3 01		The tem plat e ha s be re-f illed wit h th e fig blis hed the EBA en p ures pu on web site . Ple , do uble che ck t hem and , sh ould it b ede d, c han ase e ne ge the m.
I) D iffer e be twe en t he b ook val nd t he f air v alue of ign ets (Bo nds enc ue a sov ere ass ios(3 ), as es) and Lo and adv in th e H TM and Lo & R ivab les tfol of ans anc ans ece por 30th Se ptem ber 201 1.	82		82		The tem plat e ha s be re-f illed wit h th e fig blis hed the EBA en p ures pu on web site . Ple , do uble che ck t hem and , sh ould it b ede d, c han ase e ne ge the m.
Sov ign ital buff er f es i n E EA (H+ I) ere cap or e xpo sur	0		0		Sum of P rude ntia l filte d va luat ion. If n tive it is set to 0 r an ega
J) A ddit iona l im pair ts o ign (-) men n so vere exp osu res	-268		-36		Plea rt th rite- dow ign ted duri ng t he se r epo e w ns o n so vere exp osu res acc oun four th q f 20 11 ( Dec lum n) a nd t he f irst half of 2 (Ju uart 201 1 co 012 er o ne 201 2 co lum n) w ith t he l imit for t he t otal imp aim (De c 11 + J un 2 012 ) of ents the erei gn b uffe r for h co untr sov eac y
Sho rtfa ll (+ ) / S lus (-) t o 9% bef lica tion ign ital buff urp ore app sov ere cap er	-6,6 72		-9,8 73		9%R WA -Co re T ier 1 inc ludi xist ing ent port ng e gov ernm sup me asu res.
Sho rtfa ll (+ ) / S (-) a fter ffer Ove rall lus inc ludi reig pita l bu and urp ng s ove n ca add ition al im pair ts o ign men n so vere exp osu res Not nd d efin ition es a s	-6,9 40		-9,9 09		9%R WA -(Co re T ier 1 inc ludi xist ing ent port ng e gov ernm sup me asu res- Sov erei apit al b uffe r for in E EA) gn c exp osu res

A

(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

C t o u n r y	G B
B k d a n c o e	G B 0 8 8
B k a n n a m e	O Y A L B A N K O F S C O T L A N D G R O U P p

Composition of RWA

( ) in i l l ion Eu m ro
	De 1 1 c-	Ju 1 2 n-
To l R W A ( in b le A 5 ) ta t ta 2 se e re p or g - r ow	5 5, 2 6 0 3	5 3 8, 7 7 2
fo d i is k R W A t r r c re	4 0 3, 5 3 8	4 1 5, 0 5 2
d R W A Se i isa io i isa io t t t t cu r n an re ‐se cu r ns	1 2, 5 2 6	7, 4 4 4
O he d i is k R W A t t r r c re	3 9 0 2 1, 1	0 6 0 8 4 7,
fo ke k R W A is t r r m ar	7 6, 6 6 6	6 6, 8 8 6
l r k R W A io is t op er a na	4 5, 3 9 9	5 6, 8 3 3
i io l f loo Tr t an s na rs	0	0
he R W A O t r	0	0

B

Exposures to sovereigns (central, regional and local governments) in EEA, as of Dec 2011, mln EUR

Cou ntry	GB
Ban k co de	GB0 88
Ban k na me	OYA OF SC OTL GR OUP L B ANK AND p

y rit tu		SS D IREC GRO T LO (acc ing v alue ount gros	SUR ES NG E XPO s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	ECT NET DIR rite- off e nd w ns a xpos othe ies o nter part r cou	POS NS ITIO (lon g) ne t of cash ures nly w here the re is mat	sitio n of sho rt po g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (7) EXP OSU RES (on and off b alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n clud	Rese rve AFS ereig sov n	Cash Fair valu e of flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ld fo ts he asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces s) debt uritie sec (+)	ts (in ing t he asse fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	ts (g the asse ross fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 0 - 3M [		0	0	-1	0	0	-1	0	0			0	0	0
[ 3M - 1Y [		23	0	20	6	0	14	0	0			0	0	0
[ 1Y - 2Y [ [ 2Y - 3Y [		16 22	0 0	-17 -69	1 0	0 0	-18 -69	10 0	0 3			0 0	0 0	0 0
[3Y - 5Y [	Aust ria	93	0	92	0	0	92	527	-8			0	0	0
[5Y - 10Y [		111	0	-122	4	0	-126	0	13			0	0	0
[10Y - mo re		330	0	365	322	0	43	0	0			53	44	-97
Tot		595 24	0 0	268 -17	333 8	0 0	-65	537	8 0	0		53 0	44 0	-97
[ 0 - 3M [ [ 3M - 1Y [		16	0	-101	0	0	-25 -101	0 0	0			0	0	0 0
[ 1Y - 2Y [		29	0	-42	0	0	-42	2	1			0	0	0
[ 2Y - 3Y [	Belg ium	55	0	-10	0	0	-10	0	2			0	0	0
[3Y - 5Y [		90	0	-60	8	0	-68	104	-10			0	0	0
[5Y - 10Y [ [10Y - mo		1,01 9 384	0 0	723 257	506 365	0 0	217 -108	0 0	19 0			43 96	17 29	-60 -125
re Tot		1,61 6	0	752	888	0	-136	106	11	0		139	45	-184
[ 0 - 3M [		0	0	0	0	0	0		0
[ 3M - 1Y [		0	0	0	0	0	0		0
[ 1Y - 2Y [ [ 2Y - 3Y [		0 0	0 0	0 0	0 0	0 0	0 0		0 0
[3Y - 5Y [	Bulg aria	0	0	0	0	0	0		-4
[5Y - 10Y [		0	0	0	0	0	0		2
[10Y - mo re Tot		0 0	0 0	0 0	0 0	0 0	0 0	0	0 -2	0		0	0	0
[ 0 - 3M [		0	0	0	0	0	0		0
[ 3M - 1Y [		0	0	0	0	0	0		0
[ 1Y - 2Y [		0	0	0	0	0	0		0
[ 2Y [ - 3Y [3Y - 5Y [	Cypr us	0 0	0 0	0 0	0 0	0 0	0 0		0 0
[5Y - 10Y [		0	0	0	0	0	0		0
[10Y - mo re		0	0	0	0	0	0		0
Tot [ 0 - 3M [		0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0		0 0	0 0	0 0
[ 3M - 1Y [		117	0	117	12	0	105	0	0			0	0	0
[ 1Y - 2Y [		1	0	1	0	0	1	0	0			0	0	0
[ 2Y - 3Y [ 5Y	Czec h Re publ ic	1 65	0 0	1 65	0 55	0 0	1 10	4 78	1 0			0 0	0 0	0 0
[3Y - [ [5Y - 10Y [		69	0	61	65	0	-4	0	0			7	1	-7
[10Y - mo re		10	0	6	2	0	4	0	0			0	0	0
Tot [ 0 - 3M [		263 1,47 4	0 0	251 1,47 0	134 504	0 0	117 966	82 0	0 0	0		7 0	1 0	-7 0
[ 3M - 1Y [		397	0	401	0	0	401	0	0			0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0			0	0	0
[ 2Y - 3Y [	Denm ark	0	0	0	0	0	0	0	-1			0	0	0
[3Y - 5Y [ [5Y - 10Y [		0 0	0 0	0 0	0 0	0 0	0 0	0 0	3 -4			0 0	0 0	0 0
[10Y - mo re		0	0	0	0	0	0	0	0			0	0	0
Tot		1,87 1	0	1,87 1	504	0	1,36 7	0	-1	0		0	0	0
[ 0 - 3M [ [ 3M - 1Y [		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
[ 2Y - 3Y [	Esto nia	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0
[5Y - 10Y [ [10Y - mo re		0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0
Tot		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 [ - 2Y		0 0	0 0	-5 -4	0 0	0 0	-5 -4	0 0	0 0	0 0		0 0	0 0	0 0
[ 1Y [ [ 2Y - 3Y [		0	0	74	0	0	74	0	0	0		0	0	0
[3Y - 5Y [	Finla nd	25	0	-87	0	0	-87	396	-3	0		0	0	0
[5Y - 10Y [		279	11	260	38	0	211	0	4	0		1	5	-6
[10Y - mo re Tot		141 446	134 145	141 381	0 38	0 0	7 198	0 396	0 0	0 0		0 1	0 5	0 -6
[ 0 - 3M [		265	0	51	0	0	51	0	0	0		0	0	0
[ 3M [ - 1Y		7,81 0	0	6,65 0	262	0	6,38 8	7	-1	0		0	2	-2
[ 1Y - 2Y [		704	0	-3,14 3	594	0	-3,73 6	12	1 -1	0		-10	24	-14
[ 2Y - 3Y [ [3Y - 5Y [	Fran ce	1,29 3 1,79 8	0 0	966 1,17 7	1,26 1 346	0 0	-295 831	0 408	34	0 0		-22 -16	40 16	-18 0
[5Y - 10Y [		1,10 5	43	935	389	0	503	0	6	0		4	22	-25
[10Y - mo re		1,19 4	533	743	318	0	-108	0	0	0		60	31	-91
Tot		14,1 68	576	7,38 0	3,17 0	0	3,63 5	427	39	0		17	134	-151

								C1
y rit tu		SS D IREC GRO T LO (acc ing v alue ount gros	SUR ES NG E XPO s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	ECT NET DIR rite- off e nd w ns a xpos othe ies o nter part r cou	POS NS ITIO (lon g) ne t of cash ures nly w here the re is mat	sitio n of sho rt po g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (7) EXP OSU RES (on and off b alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n	Rese rve AFS ereig sov n	Cash Fair valu e of flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ld fo ts he asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces s) debt uritie sec (+)	ts (in clud ing t he asse fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	ts (g the asse ross fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 0 - 3M [		2,86 1	0	2,69 6	573	0	2,12 3	1	0	0		1	0	-2
- 1Y		419	0	403	265	0	139		0	0		-2	5	-2
[ 3M [								13
[ 1Y - 2Y [		1,23 4	0	917	1,14 0	0	-223	31	0	0		-1	41	-40
[ 2Y - 3Y [	Germ	2,16 2	0	2,05 4	2,00 8	0	47	15	7	0		-56	114	-57
[3Y - 5Y [	any	4,64 7	0	3,80 8	3,44 2	0	366	447	-15	0		-180	225	-45
[5Y - 10Y [		5,97 0	0	5,57 3	5,49 0	0	83	0	22	0		-231	348	-116
		2,06 6	0	1,41 3	1,49 0	0	-78	0	-4	0		-157	244	-87
[10Y - mo re
Tot		19,3 61	0	16,8 65	14,4 08	0	2,45 7	507	10	0		-626	977	-351
[ 0 - 3M [		1,52 8	9	1,52 8	1,51 8	0	1	0	0	0		0	0	0
[ 3M - 1Y [		13	0	13	0	0	13	0	-61	0		0	0	0
[ 1Y - 2Y [		16	0	12	0	0	12	0	19	0		0	0	0
[ 2Y - 3Y [		65	0	65	0	0	65	0	83	0		0	0	0
5Y	Gree ce (6 )	22	0	22	16	0	6	0	-83	0		0	0	0
[3Y - [
[5Y - 10Y [		235	0	235	229	0	6	0	39	0		0	0	0
[10Y - mo re		145	0	142	129	0	13	0	0	0		0	0	0
Tot		2,02 2	9	2,01 6	1,89 2	0	116	0	-2	0	1,51 8	0	0	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		1	0	1	0	0	1	0	-2	0
[ 1Y - 2Y [		7	0	7	0	0	7	0	-1	0
[ 2Y - 3Y [		11	0	11	0	0	11	9	3	0
[3Y - 5Y [	Hung ary	0	0	-1	0	0	-1	0	15	0
[5Y - 10Y [		6	0	0	0	0	0	0	-2	0
[10Y - mo re		1	0	0	0	0	0	0	0	0
Tot		26	0	18	0	0	18	9	13	0		0	0	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0
[ 3M [ - 1Y		0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [	Icela nd	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0
[10Y - mo re		0	0	0	0	0	0	0	0	0
Tot		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	110	-1	0		0	0	0
[ 1Y - 2Y [		0	0	-4	0	0	-4	0	-14	0		0	0	0
- 3Y		6	4	6	0	0			-8	0		0	0
[ 2Y [ 5Y	Irela nd	21	14				2	0	-22	0				0
[3Y - [				20	0	0	6	0				0	0	0
[5Y - 10Y [		158	22	140	122	0	-4	0	26	0		55	-31	-24
[10Y - mo re		14	14	13	0	0	-1	0	0	0		0	0	0
Tot		201	54	177	122	0	1	110	-18	0		55	-31	-24
[ 0 - 3M [		90	0	-1,98 0	0	0	-1,98 0	0	0	0		0	0	0
[ 3M - 1Y [		3,38 0	0	2,08 2	0	0	2,08 2	4	0	0		0	0	0
[ 1Y - 2Y [		302	0	37	0	0	37	12	-8	0		0	0	0
[ 2Y - 3Y [	Italy	92	0	-979	0	0	-979	0	-16	0		0	0	0
[3Y - [ 5Y		692	0	587	49	0	538	92	-92	0		8	1	-10
[5Y - 10Y [		1,03 7	0	480	714	0	-233	0	163	0		188	-75	-113
[10Y - mo re		441	0	151	80	0	71	0	3	0		67	-22	-45
Tot		6,03 3	0	377	843	0	-466	108	50	0		263	-96	-168
[ 0 - 3M [		0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	1	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0
- 3Y		0	0	0	0	0	0	0	3	0
[ 2Y [	Latv ia							0	-1
[3Y - 5Y [		0	0	0	0	0	0			0
[5Y - 10Y [		1	0	0	0	0	0	0	-3	0
[10Y - mo re		0	0	0	0	0	0	0	0	0
Tot		1	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0
[ [ 3M - 1Y		0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0
[3Y - 5Y [	Liech tens tein	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0
[10Y - mo re		0	0	0	0	0	0	0	0	0
Tot		0	0	0	0	0	0	0	0	0		0	0	0

C1

y rit tu		GRO SS D IREC T LO (acc ount ing v alue gros	NG E XPO SUR ES s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	NET DIR ECT nd w rite- off e ns a xpos othe nter part ies o r cou	POS ITIO NS (lon g) ne t of cash ures nly w here the re is mat	sho rt po sitio n of g) (1) urity mat chin	CT S DIRE OVE REIG N OSU RES EXP IN (1) DER IVAT IVES	REC T SO INDI VER EIGN (7) OSU RES EXP (on and off b alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n	Rese rve AFS ereig sov n	Fair valu e of Cash flow fair v and alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi (FVO ) t or l oss	of w hich : Fin ancia l ts he ld fo asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives tive f ) with air v alue nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives tive f ) with air v alue nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces debt uritie s) sec (+)	ts (in clud ing t he asse fair e of Cash valu flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	ts (g the asse ross fair e of Cash valu flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 0 - 3M [		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 0	0 -1	0 0
[ 2Y - 3Y [	Lithu ania	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	-2	0	0	-2	0	-3	0
[5Y - 10Y [ [10Y - mo re		1 0	0 0	0 0	0 0	0 0	0 0	0 0	1 0	0 0
Tot		1	0	-2	0	0	-2	0	-3	0		0	0	0
[ 0 - 3M [		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 0	0 0	0 0
[ 2Y - 3Y [	Luxe mbo urg	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0
[5Y - 10Y [ [10Y - mo re		0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0
Tot		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		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 0	0 0	0 0
[ 2Y - 3Y [	Malt	0	0	0	0	0	0	0	0	0
[3Y - 5Y [	a	0	0	0	0	0	0	0	0	0
[5Y - 10Y [ [10Y - mo re		0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0
Tot		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		49	0	26	0	0	26	0	0	0		0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		549 31	10 0	549 31	61 0	0 0	478 31	0 0	0 0	0 0		-4 0	4 0	0 0
[ 2Y - 3Y [	Neth erlan ds	122	0	108	0	0	108	0	2	0		0	0	0
[3Y - 5Y [		256	0	198	223	0	-25	49	0	0		-2	4	0
[5Y - [ 10Y [10Y - mo re		1,38 6 366	0 0	1,38 2 -242	1,18 6 262	0 0	195 -504	0 0	-2 0	0 0		-78 -5	127 59	-51 -53
Tot		2,76 1	10	2,05 2	1,73 2	0	309	49	0	0		-89	193	-104
[ 0 - 3M [		1	0	1	0	0	1	0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		6 1	0 0	5 -7	0 0	0 0	5 -7	0 3	0 0	0 0
[ 2Y - 3Y [	Norw	0	0	0	0	0	0	0	0	0
[3Y - 5Y [	ay	2	0	2	0	0	2	0	0	0
[5Y - 10Y [ [10Y - mo re		2 0	0 0	2 0	0 0	0 0	2 0	0 0	0 0	0 0
Tot		13	0	4	0	0	4	3	0	0		0	0	0
[ 0 - 3M [ - 1Y		88	42	88	45	0	0	0	0 -1	0 0		0 0	0 0	0
[ 3M [ [ 1Y - 2Y [		69 5	0 0	69 5	69 0	0 0	0 5	0 0	1	0		0	0	0 0
[ 2Y - 3Y [	Pola nd	6	0	5	0	0	5	0	0	0		0	0	0
[3Y - 5Y [ 10Y		8 8	0 0	8 -4	0 0	0 0	8 -4	0 0	2 -4	0 0		0 0	0 0	0 0
[5Y - [ [10Y - mo re		1	0	-2	0	0	-2	0	0	0		0	0	0
Tot		186	42	169	115	0	12	0	-2	0		0	0	0
[ 0 - 3M [ - 1Y		1 0	0 0	-41 -60	0 0	0 0	-41	0	-4 2	0 0		0 0	0 0	0
[ 3M [ [ 1Y - 2Y [		0	0	-41	0	0	-60 -41	0 0	-8	0		0	0	0 0
[ 2Y - 3Y [	Portu gal	0	0	-1	0	0	-1	0	-13	0		0	0	0
[3Y - 5Y [		2	0	-5	0	0	-5	23	-39	0		0	0	0
[5Y - 10Y [ [10Y - mo re		85 20	0 0	55 20	51 16	0 0	4 5	0 0	77 0	0 0		50 19	-38 -12	-12 -7
Tot		109	0	-72	67	0	-139	23	14	0		69	-50	-19
[ 0 - 3M [		124	46	124	73	0	5	0	0	0		0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		167 8	3 0	167 8	113 8	0 0	51 0	0 0	0 -1	0 0		0 0	0 0	0 0
[ 2Y - 3Y [	Rom ania	12	5	12	7	0	0	0	0	0		0	0	0
[3Y - 5Y [		6	0	6	6	0	0	0	1	0		0	0	0
[5Y - [ 10Y [10Y - mo re		25 0	25 0	25 0	0 0	0 0	0 0	0 0	-3 0	0 0		0 0	0 0	0 0
Tot		342	79	342	207	0	56	0	-3	0		0	0	0

								C1
y rit tu		SS D IREC GRO T LO (acc ing v alue ount gros	SUR ES NG E XPO s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	ECT NET DIR rite- off e nd w ns a xpos othe ies o nter part r cou	POS NS ITIO (lon g) ne t of cash ures nly w here the re is mat	sitio n of sho rt po g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (7) EXP OSU RES (on and off b alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n	Rese rve AFS ereig sov n	Cash Fair valu e of flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ld fo ts he asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces s) debt uritie sec (+)	ts (in clud ing t he asse fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	ts (g the asse ross fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 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 [		0	0	-1	0	0	-1	0	0	0		0	0	0
[3Y - 5Y [	Slov akia	6	0	6	0	0	6	0	-1	0		0	0	0
10Y		22	0	22	20	0		0	2	0		2	0	-2
[5Y - [							1
[10Y - mo re		0	0	-4	0	0	-4	0	0	0		0	0	0
Tot		28	0	23	20	0	2	0	0	0		2	0	-2
[ 0 - 3M [		0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	1	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	-1	0
[3Y - 5Y [	Slov enia	0	0	-1	0	0	-1	0	0	0
[5Y - 10Y [		1	0	0	0	0	0	0	0	0
[10Y - mo re		0	0	0	0	0	0	0	0	0
Tot		1	0	-1	0	0	-1	0	-1	0		0	0	0
[ 0 - 3M [		14	0	-29	0	0	-29	0	0	0		0	0	0
[ 3M - 1Y [		94	11	51	0	0	40	0	1	0		0	0	0
[ 1Y - 2Y [		55	0	-225	0	0	-225	0	-4	0		0	0	0
[ 2Y - 3Y [	Spai n	26	0	-123	0	0	-123	0	1	0		0	0	0
[3Y - 5Y [		55	0	-73	40	0	-113	42	-78	0		18	-12	-6
[5Y - 10Y [		97	0	-4	0	0	-4	0	99	0		0	0	0
[10Y - mo re		141	0	-14	0	0	-14	0	0	0		0	0	0
Tot		483	11	-417	40	0	-468	42	19	0		18	-12	-6
[ 0 - 3M [		116	112	116	0	0	4	0	0	0		0	0	0
[ 3M [ - 1Y		41	0	10	0	0	10	1	0	0		0	0	0
- 2Y		11	0		11	0			0	0		0	0	0
[ 1Y [				5			-6	10
[ 2Y - 3Y [	Swe den	252	39	240	0	0	201	3	0	0		0	0	0
[3Y - 5Y [		97	0	-25	35	0	-60	52	-1	0		-1	-1	0
[5Y - 10Y [		153	70	-138	0	0	-208	0	-4	0		0	0	0
[10Y - mo re		191	187	24	0	0	-163	0	0	0		0	0	0
Tot		860	409	232	45	0	-223	66	-5	0		0	0	0
[ 0 - 3M [		2,90 3	2,52 5	2,59 5	73	0	-4	3	0	0		0	0	0
[ 3M - 1Y [		56	27	32	5	0	0	12	0	5		0	0	0
[ 1Y - 2Y [		1,37 5	4	1,17 6	402	0	770	0	0	0		-4	4	0
[ 2Y - 3Y [		964	6	387	923	0	-542	4	0	0		-29	30	0
	Unite d Kin gdom
[3Y - 5Y [		3,23 8	9	2,78 6	2,60 3	0	175	26	0	0		-120	132	-5
[5Y - 10Y [		11,1 14	11	10,5 90	8,70 9	0	1,87 0	0	0	0		-787	852	-63
[10Y - mo re		11,6 11	1,81 5	9,98 8	3,37 0	0	4,80 3	0	0	7		-368	693	-326
Tot		31,2 61	4,39 7	27,5 54	16,0 85	0	7,07 2	45	0	12		-1,30 6	1,71 1	-394
	TOT AL E EA 3 0	82,6 49	5,73 1	60,2 39	40,6 44	0	13,8 63	2,51 0	130	12	1,51 8	-1,39 6	2,92 1	-1,5 13

Legend

These cells do not have to be filled in.These cells contain formulas (yellow cells)

These cells have to be filled in (white cells)

Notes and definitions

(6) For Greece: please report gross and net direct positions before eventual write-off (PSI); in the column provisions must be included eventual write-off (PSI).

(7) 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 clasiification 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

(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) Please provide a positive number if the book value is larger than the fair value of sovereign assets. Please provide a negative number if the book value is smaller than the fair value of the sovereign assets.

(4) Please provide a positive number if the book value is larger than the fair value of sovereign assets. Otherwise, 0 should be reported.

(5) 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.

Exposures to sovereigns (central, regional and local governments) in EEA, as of June 2012 , mln EUR

Cou ntry	GB
Ban k co de	GB0 88
Ban k na me	OYA L B ANK OF SC OTL AND GR OUP p

y rit tu		SS D IREC GRO T LO (acc ing v alue ount gros	SUR ES NG E XPO s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	ECT NET DIR nd w rite- off e ns a xpos othe ies o nter part r cou	POS NS ITIO (lon g) ne t of cash ures nly w here the re is mat	sho rt po sitio n of g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	REC T SO INDI VER EIGN (7) EXP OSU RES (on and off b alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n	Rese rve AFS ereig sov n	Fair valu e of Cash flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ts he ld fo asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces debt uritie s) sec (+)	ts (in clud ing t he asse fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	ts (g the asse ross fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 0 - 3M [		19	0	11	0	0	11	0	0	0		0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		6 40	0 0	4 37	6 1	0 0	-2 36	0 4	0 0	0 0		0 0	0 0	0 0
[ 2Y - 3Y [	Aust ria	15	0	0	0	0	0	0	4	0		0	0	0
[3Y - 5Y [		42	0	29	0	0	29	462	-9	0		0	0	0
[5Y - 10Y [ [10Y - mo re		203 336	0 0	47 312	4 335	0 0	43 -22	0 0	11 0	0 0		0 57	0 56	0 -113
Tot		661	0	440	346	0	94	465	6	0		57	56	-113
[ 0 - 3M [		212	0	203	0	0	203	0	0	0		0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		376 14	0 0	357 -86	9 0	0 0	348 -86	1 0	0 1	0 0		0 0	0 0	0 0
[ 2Y - 3Y [	Belg ium	59	0	53	4	0	50	0	-2	0		0	0	0
[3Y - 5Y [		351	0	254	198	0	56	117	-3	0		4	20	-24
[5Y - 10Y [ [10Y - mo re		946 521	0 0	423 382	336 377	0 0	87 5	0 0	10 0	0 0		19 94	27 52	-46 -146
Tot		2,47 8	0	1,58 7	923	0	663	118	6	0		117	99	-216
[ 0 - 3M [		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 0	0 0	0 0			0
[ 2Y - 3Y [	Bulg aria	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	-4	0
[5Y - 10Y [ [10Y - mo re		0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0
Tot		0	0	0	0	0	0	0	-3	0		0	0	0
[ 0 - 3M [		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 0	0 0	0 0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0
[3Y - 5Y [	Cypr us	0	0	0	0	0	0	0	0	0
[5Y - 10Y [ [10Y - mo re		0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0
Tot		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		40	0	40	40	0	0	0	0	0		0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		24 0	0 0	24 0	0 0	0 0	24 0	0 0	0 0	0 0		0 0	0 0	0 0
[ 2Y - 3Y [		9	0	9	9	0	0	72	0	0		0	0	0
[3Y - 5Y [	Czec h Re publ ic	55	0	48	53	0	-5	0	0	0		-2	2	0
[5Y - 10Y [ [10Y - mo re		112 2	0 0	103 2	89 2	0 0	14 0	0 0	0 0	0 0		5 0	6 0	-11 0
Tot		240	0	226	193	0	32	72	1	0		3	8	-11
[ 0 - 3M [		1,07 8	0	1,07 8	337	0	741	0	0	0
[ 3M - 1Y [ [ 1Y - 2Y [		2,34 6 0	0 0	2,34 6 0	0 0	0 0	2,34 6 0	0 0	0 0	0 0
[ 2Y - 3Y [	Denm ark	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	2	0
[5Y - 10Y [ [10Y - mo re		0 0	0 0	0 0	0 0	0 0	0 0	0 0	-3 0	0 0
Tot		3,42 5	0	3,42 5	337	0	3,08 8	0	-1	0		0	0	0
[ 0 - 3M [		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 0	0 0	0 0
[ 2Y - 3Y [	Esto nia	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0
[5Y - 10Y [ [10Y - mo		0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0
re Tot		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		12	0	12	0	0	12	0	0	0		0	0	0
[ 3M - 1Y [ - 2Y		0 6	0 0	0 6	0 0	0 0	0 6	0 0	0 0	0 0		0 0	0 0	0 0
[ 1Y [ [ 2Y - 3Y [		0	0	-21	0	0	-21	0	0	0		0	0	0
[3Y - 5Y [	Finla nd	346	0	291	0	0	291	454	-3	0		0	0	0
[5Y - 10Y [ [10Y - mo		129 167	16 124	125 82	40 0	0 0	69 -42	0 0	4 0	0 0		0 0	6 0	-6 0
re Tot		661	140	496	40	0	316	454	1	0		0	6	-6

								C2
y rit tu		SS D IREC GRO T LO (acc ing v alue ount gros	SUR ES NG E XPO s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	ECT NET DIR rite- off e nd w ns a xpos othe ies o nter part r cou	POS NS ITIO (lon g) ne t of cash ures nly w here the re is mat	sitio n of sho rt po g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (7) EXP OSU RES (on and off b alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n	Rese rve AFS ereig sov n	Cash Fair valu e of flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ld fo ts he asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces s) debt uritie sec (+)	ts (in clud ing t he asse fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	ts (g the asse ross fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 0 - 3M [		2,12 9	0	2,12 8	0	0	2,12 8	0	0	0		0	0	0
[ 3M - 1Y [		2,62 0	5	751	27	0	719	1	1	0		0	0	0
[ 1Y - 2Y [		658	0	-659	642	0	-1,30 1	9	1	0		-19	19	0
[ 2Y - 3Y [		409	0	206	126	0	79	0	0	0		-5	5	0
[3Y - 5Y [	Fran ce	1,36 7	22	480	67	0	390	234	22	0		-12	12	0
10Y		754	51	-170	177	0	-398	0	-5	0		7	22	-30
[5Y - [		2		6		0			0			62	43	-105
[10Y - mo re		1,56	538	1,06	336		192	0		0
Tot		9,50 0	617	3,80 2	1,37 6	0	1,81 0	244	19	0		33	102	-135
[ 0 - 3M [		47	0	6	0	0	6	0	0	0		0	0	0
[ 3M - 1Y [		2,92 0	0	2,63 5	84	0	2,55 1	1	0	0		0	1	-1
[ 1Y - 2Y [		602	0	231	59	0	171	26	-1	0		-1	4	-1
[ 2Y - 3Y [	Germ any	1,11 2	0	854	787	0	67	3	11	0		-22	37	-15
[3Y - 5Y [		5,12 3	0	4,60 1	3,77 0	0	830	579	-24	0		-197	262	-64
[5Y - 10Y [		6,15 6	0	6,02 3	4,87 9	0	1,14 4	0	19	0		-330	438	-109
[10Y - mo re		1,51 0	0	1,02 0	1,09 4	0	-74	0	-5	0		-69	151	-82
Tot		17,4 70	0	15,3 69	10,6 74	0	4,69 5	609	0	0		-620	892	-273
[ 0 - 3M [		4	4	4	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		10	0	0	0	0	0	0	0	0
[ 2Y - 3Y [	Gree ce (6 )	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0
[10Y - mo re		20	0	20	0	0	20	0	0	0
Tot		34	4	24	0	0	20	0	0	0		0	0	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0
[ 3M [ - 1Y		9	0	-5	0	0	-5	0	1	0
[ 1Y - 2Y [		26	0	25	0	0	25	0	0	0
[ 2Y - 3Y [	Hung ary	1	0	0	0	0	0	0	2	0
[3Y - 5Y [		9	0	7	0	0	7	0	5	0
[5Y - 10Y [		25	0	25	0	0	25	0	5	0
[10Y - mo re		0	0	0	0	0	0	0	0	0
Tot		69	0	52	0	0	52	0	13	0		0	0	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [	Icela nd	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0
[10Y - mo re		0	0	0	0	0	0	0	0	0
Tot		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		3	3	3	0	0	0	0	0	0		0	0	0
[ 3M - 1Y [		4	0	4	0	0	4	2	-1	0		0	0	0
[ 1Y - 2Y [		5	4	5	0	0	1	0	0	0		0	0	0
[ 2Y - 3Y [	Irela nd	0	0	0	0	0	0	0	-3	0		0	0	0
[3Y - [ 5Y		17	17	17	0	0	0	0	-36	0		0	0	0
[5Y - 10Y [		158	17	152	135	0	0	0	21	0		45	-16	-29
[10Y - mo re		14	14	9	0	0	-5	0	0	0		0	0	0
Tot		201	55	190	135	0	0	2	-19	0		45	-16	-29
[ 0 - 3M [		2,96 0	0	2,33 9	0	0	2,33 9	0	0	0		0	0	0
[ 3M - 1Y [		245	0	-2,47 8	0	0	-2,47 8	4	-3	0		0	0	0
[ 1Y - 2Y [		305	0	79	0	0	79	0	-15	0		0	0	0
[ 2Y - 3Y [	Italy	219	0	-659	0	0	-659	0	21	0		0	0	0
[3Y - 5Y [		702	0	530	53	0	477	97	-112	0		9	0	-9
[5Y - 10Y [		702	0	166	265	0	-99	0	203	0		56	-9	-46
[10Y - mo re		348	0	-99	86	0	-185	0	3	0		69	-17	-53
Tot		5,48 1	0	-121	404	0	-526	100	98	0		134	-26	-108
[ 0 - 3M [		0	0	0	0	0	0	0	0	0
[ [ 3M - 1Y		0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [	Latv ia	0	0	0	0	0	0	0	2	0
[3Y - 5Y [		0	0	0	0	0	0	0	-5	0
[5Y - 10Y [		0	0	0	0	0	0	0	1	0
[10Y - mo re		0	0	0	0	0	0	0	0	0
Tot		0	0	0	0	0	0	0	-2	0		0	0	0

C2

y rit tu		GRO SS D IREC T LO (acc ount ing v alue gros	NG E XPO SUR ES s) (1) s of ision prov	(gro f pro visio ss o reign deb t to sove	NET DIR ECT nd w rite- off e ns a xpos othe nter part ies o r cou	POS ITIO NS (lon g) ne t of cash ures nly w here the re is mat	sho sitio n of rt po g) (1) urity mat chin	DIRE CT S OVE REIG N EXP OSU RES IN (1) IVES DER IVAT	INDI REC T SO VER EIGN (7) OSU RES EXP (on off b and alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	l filte Prud entia r AFS ereig sov n clud he	Rese rve AFS ereig sov n the	Fair valu e of Cash flow fair v and alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for finan sale cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh (FVO ) profi t or l oss	of w hich : Fin ancia l ts he ld fo asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives ) with tive f air v alue nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives ) with tive f air v alue nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces debt uritie s) sec (+)	ts (in ing t asse Cash fair valu e of flow and fair v alue cts) hedg ing c ontra ) (5) (+/-	ts (g asse ross Cash fair valu e of flow and fair v alue cts) hedg ing c ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 0 - 3M [		0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0 0	0 0	0
[ 2Y [ - 3Y [3Y - 5Y [	Liech tein tens	0 0	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
[10Y - mo re		0	0	0	0	0	0	0	0	0
Tot		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	-2	0	0	-2	0 0	0 0	0
[ 1Y - 2Y [ [ 2Y - 3Y [		0 1	0 0	0 1	0 0	0 0	0 1	0	-1	0 0
[3Y - 5Y [	Lithu ania	0	0	0	0	0	0	0	-3	0
[5Y - 10Y [		4	0	4	0	0	4	0	1	0
[10Y - mo re		0	0	0	0	0	0	0	0	0
Tot		5	0	2	0	0	2	0	-3	0		0	0	0
[ 0 - 3M [ - 1Y		0 0	0 0	0 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
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0
[3Y - 5Y [	Luxe mbo urg	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0
[10Y - mo re Tot		0 0	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
[ 3M - 1Y [		0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0
[ 2Y - 3Y [	Malt a	0	0	0	0	0	0
[3Y - 5Y [ 10Y		0 0	0 0	0 0	0 0	0 0	0 0
[5Y - [ [10Y - mo re		0	0	0	0	0	0
Tot		0	0	0	0	0	0	0	0	0		0	0	0
[ 0 - 3M [		9	0	7	0	0	7	0	0	0		0	0	0
[ 3M - 1Y [		375	4	347	50	0	294	0	0	0		-1	1	0
[ 1Y - 2Y [ - 3Y		108 441	0 0	108 307	0 221	0 0	108 87	0 0	0 5	0 0		0 -5	0 5	0 0
[ 2Y [ [3Y - 5Y [	Neth erlan ds	493	0	164	0	0	164	44	-3	0		0	0	0
[5Y - 10Y [		1,33 6	0	875	1,09 7	0	-222	0	-2	0		-81	141	-59
[10Y - mo re		434	0	-102	252	0	-353	0	0	0		14	52	-67
Tot		3,19 6	4	1,70 7	1,61 9	0	84	44	-1	0		-73	200	-126
[ 0 - 3M [ [ 3M [ - 1Y		0 2	0 0	0 2	0 0	0 0	0 2	0 1	0 0	0 0
[ 1Y - 2Y [		0	0	0	0	0	0	2	0	0
[ 2Y - 3Y [	Norw	1	0	1	0	0	1	0	0	0
[3Y - 5Y [	ay	6	0	6	0	0	6	0	0	0
[5Y - 10Y [		1	0	1	0	0	1	0	0	0
[10Y - mo re Tot		0 11	0 0	0 11	0 0	0 0	0 11	0 3	0 0	0 0		0	0	0
[ 0 - 3M [		47	0	47	47	0	0	0	1	0		0	0	0
[ 3M - 1Y [		76	0	76	73	0	2	0	1	0		0	0	0
[ 1Y - 2Y [		5	0	-16	0	0	-16	0	2	0		0	0	0
[ 2Y - 3Y [ [3Y - 5Y [	Pola nd	0 82	0 0	-10 81	0 0	0 0	-10 81	0 0	0 1	0 0		0 0	0 0	0 0
[5Y - 10Y [		14	0	10	0	0	10	0	-3	0		0	0	0
[10Y - mo re		1	0	0	0	0	0	0	0	0		0	0	0
Tot		224	0	187	120	0	67	0	1	0		0	0	0
[ 0 - 3M [ - 1Y		0 1	0 0	0 1	0 0	0 0	0 1	0 0	0 -5	0 0		0 0	0 0	0 0
[ 3M [ [ 1Y - 2Y [		0	0	-22	0	0	-22	0	17	0		0	0	0
[ 2Y - 3Y [	Portu	0	0	-1	0	0	-1	0	5	0		0	0	0
[3Y - [ 5Y	gal	0	0	0	0	0	0	22	-43	0		0	0	0
[5Y - 10Y [		56	0	53	48	0	5	0	59	0		25	-15	-10
[10Y - mo re Tot		24 81	0 0	24 55	20 68	0 0	4 -14	0 22	0 33	0 0		19 43	-11 -26	-7 -17
[ 0 - 3M [		81	1	81	71	0	9	0	0	0		0	0	0
[ 3M - 1Y [		224	0	224	202	0	22	0	-1	0		0	0	0
[ 1Y - 2Y [		61	4	61	50	0	7	0	-1	0		0	0	0
[ 2Y - 3Y [	Rom ania	20	0	20	16	0	4	0	2	0		1	-1	0
[3Y - 5Y [ [5Y - 10Y [		1 28	0 23	1 28	0 0	0 0	1 5	0 0	0 -2	0 0		0 0	0 0	0 0
[10Y - mo re		0	0	0	0	0	0	0	0	0		0	0	0
Tot		415	29	415	338	0	48	0	-2	0		1	-1	0

	C2 ECT
y rit tu		SS D IREC GRO T LO (acc ing v alue ount gros	SUR ES NG E XPO s) (1) s of ision prov	(gro f pro visio ss o reign deb sove	NET DIR rite- off e nd w ns a xpos othe ies o t to nter part r cou	POS NS ITIO (lon g) ne t of cash ures nly w here the re is mat	sitio n of sho rt po g) (1) urity chin mat	DIRE CT S OVE REIG N EXP OSU RES IN (1) DER IVAT IVES	INDI REC T SO VER EIGN (7) EXP OSU RES (on and off b alan ce shee t)	Mem o Ite m	Prov ision d s an write -off o n	Prud entia l filte r AFS ereig sov n	Rese rve AFS ereig sov n	Cash Fair valu e of flow and fair v alue
Ma al du si Re	Cou ntry/ Reg ion		of w hich : loa nd ns a adva in th e HT M nces and Loan d s an ivabl ortfo lios rece es p		of w hich : Ava ilable for sale finan cial a ssets (AFS )	of w hich : Fin ancia l ts de sign ated at asse fair v alue thro ugh profi t or l (FVO ) oss	of w hich : Fin ancia l ld fo ts he asse r ng(2) tradi	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Net p ositio fair v alue n at s (Der ivativ ith p ositiv es w e fair v alue + D eriva tives with tive f air v alue ) nega	Nom inal V alue Debt uriti sec es in HT M an d Loan d s an Rece ivabl es portf olios	Sove reign ts (lo asse ans, adva and nces s) debt uritie sec (+)	ts (in clud ing t he asse fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	ts (g the asse ross fair valu e of Cash flow and fair v alue hedg ing c cts) ontra ) (5) (+/-	hedg ing c ontra cts on A FS s eign over ts asse ) (5) (+/-
[ 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 [		0	0	0	0	0	0	0	0	0		0	0	0
[3Y - 5Y [	Slov akia	25	0	22	22	0	0	5	0	0		1	1	-2
									1	0		0	0
[5Y - 10Y [		5	0	-2	0	0	-2	0						0
[10Y - mo re		6	0	6	0	0	6	0	0	0		0	0	0
Tot		36	0	26	22	0	4	5	1	0		1	1	-2
[ 0 - 3M [		0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [	Slov enia	1	0	1	0	0	1	0	-1	0
[3Y - 5Y [		0	0	0	0	0	0	0	-1	0
[5Y - 10Y [		1	0	0	0	0	0	0	0	0
[10Y - mo re		0	0	0	0	0	0	0	0	0
Tot		2	0	1	0	0	1	0	-1	0		0	0	0
[ 0 - 3M [		62	11	-17	0	0	-29	0	0	0		0	0	0
- 1Y		141	0	103		0				0		0	0	0
[ 3M [					0		103	0	-3
[ 1Y - 2Y [		41	0	-214	0	0	-214	0	-12	0		0	0	0
[ 2Y - 3Y [	Spai n	26	0	6	0	0	6	0	29	0		0	0	0
[3Y - 5Y [		73	0	25	36	0	-11	3	-100	0		24	-16	-7
[5Y - 10Y [		104	0	45	0	0	45	0	115	0		0	0	0
[10Y - mo re		76	0	-36	0	0	-36	0	5	0		0	0	0
Tot		523	11	-89	36	0	-136	3	34	0		24	-16	-7
[ 0 - 3M [		103	89	103	0	0	14	0	0	0		0	0	0
[ 3M [ - 1Y		5	0	5	0	0	5	0	0	0		0	0	0
[ 1Y - 2Y [		216	0	214	11	0	203	3	-1	0		0	0	0
[ 2Y - 3Y [		78	0	78	14	0	64	0	1	0		0	0	0
[3Y - 5Y [	Swe den	95	23	42	35	0	-16	60	-2	0		0	0	0
[5Y - 10Y [		179	47	53	0	0	6	0	-3	0		0	0	0
[10Y - mo re		191	189	186	0	0	-2	0	0	0		0	0	0
Tot		867	348	681	59	0	274	63	-5	0		0	0	0
												0	0
[ 0 - 3M [		2,61 9	2,61 9	2,62 0	0	0	1	0	0	0				0
[ 3M - 1Y [		432	7	38	418	0	-387	2	0	6		-2	2	0
[ 1Y - 2Y [		1,06 0	3	722	671	0	48	0	0	0		-15	15	0
[ 2Y - 3Y [	Unite d Kin gdom	784	4	652	739	0	-90	4	0	0		-24	26	-1
[3Y - 5Y [		3,19 4	6	2,95 0	2,40 7	0	537	1	0	0		-105	112	-4
[5Y - 10Y [		8,53 0	25	7,29 5	6,96 2	0	309	0	0	0		-825	875	-47
[10Y - mo re		10,5 61	1,87 6	10,0 95	3,53 9	0	4,68 0	0	0	6		-381	647	-266
Tot		27,1 80	4,54 0	24,3 73	14,7 35	0	5,09 8	7	0	11		-1,35 2	1,67 7	-319
	TOT AL E EA 3 0	72,7 61	5,74 8	52,8 60	31,4 27	0	15,6 84	2,21 3	176	12	0	-1,5 88	2,95 5	-1,3 62

These cells do not have to be filled in.

These cells contains formulas (yellow cells)

These cells have to be filled in (white cells)

(6) For Greece: please report gross and net direct positions before eventual write-off (PSI); in the column provisions must be included eventual write-off (PSI).

(7) 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 clasiification 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

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.

(5) 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.

(3) Please provide a positive number if the book value is larger than the fair value of sovereign assets. Please provide a negative number if the book value is smaller than the fair value of the sovereign assets.

(4) Please provide a positive number if the book value is larger than the fair value of sovereign assets. Otherwise, 0 should be reported.