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Sydbank Capital/Financing Update 2012

Oct 3, 2012

3387_iss_2012-10-03_aa449884-308e-45b3-81c8-19563a7b01b4.pdf

Capital/Financing Update

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(in million Euro)
Dec-11 Jun-12
Capital position CRD3 rules Million EUR % RWA Million EUR % RWA References to COREP reporting
A) Common equity before deductions (Original own funds without hybrid instruments and government
support measures other than ordinary shares) (+)		 1,277 1,290 COREP CA 1.1 - hybrid instruments and government support measures other than
ordinary shares
Of which: (+) eligible capital and reserves 1,279 1,276 COREP CA 1.1.1 + COREP line 1.1.2.1
Of which: (-) intangibles assets (including goodwill) -2 -1 Net amount included in T1 own funds (COREP line 1.1.5.1)
Of which: (-/+) adjustment to valuation differences in other AFS assets (1) 0 0 Prudential filters for regulatory capital (COREP line 1.1.2.6.06)
B) Deductions from common equity (Elements deducted from original own funds) (-) -22 -0.2% -25 -0.3% COREP CA 1.3.T1* (negative amount)
Of which: (-) deductions of participations and subordinated claims -20 -24 Total of items as defined by Article 57 (l), (m), (n) (o) and (p) of Directive 2006/48/EC
and deducted from original own funds (COREP lines from 1.3.1 to 1.3.5 included in
line 1.3.T1*)
Of which: (-) securitisation exposures not included in RWA according with CRD3 (2) 0 0.0% 0 0.0% COREP line 1.3.7 included in line 1.3.T1* (50% securitisation exposures in the
banking and trading book subject to 1250% risk weight; Art. 57 (r) of Directive
2006/48/EC)
Of which: (-) IRB provision shortfall and IRB equity expected loss amounts (before tax) 0 0.0% 0 0.0% As defined by Article 57 (q) of Directive 2006/48/EC (COREP line 1.3.8 included in
1.3.T1*)
C) Common equity (A+B) 1,255 13.2% 1,265 12.8%
Of which: ordinary shares subscribed by government 0 0.0% 0 0.0% Paid up ordinary shares subscribed by government
D) Other instruments available for meeting the buffer (+) 0 0
Hybrids to be converted into ordinary shares by 31st October 2012 0 0
New CoCos issued according to EBA Common Term Sheet 0 0
E) Other Existing government support measures (+) 0 0.0% 0 0.0%
F) Core Tier 1 including existing government support measures (C+D+E) 1,255 13.2% 1,265 12.8%
G) Hybrid instruments not subscribed by government 186 186 Net amount included in T1 own funds (COREP line 1.1.4.1a + COREP lines from
1.1.2.201 to 1.1.2.205 + COREP line 1.1.5.2a (negative amount)) not
subscribed by government
Tier 1 Capital (F+G) (Total original own funds for general solvency purposes) 1,441 15.2% 1,451 14.6% COREP CA 1.4 = COREP CA 1.1 + COREP CA 1.3.T1* (negative amount)
RWA 9,510 9,919
Sovereign Capital buffer
H) Prudential filter (AFS sovereign assets in EEA as of 30th September 2011) (-/+) 0 0
I) Difference between the book value and the fair value of sovereign assets (Bonds and Loans and
advances) in the HTM and Loans & Receivables portfolios (3), as of 30th September 2011		 0 0
Sovereign capital buffer for exposures in EEA (H+I) 0 0 Sum of Prudential filter and valuation. If negative it is set to 0
J) Additional impairments on sovereign exposures (-) 0 0 Please report the write-downs on sovereign exposures accounted during 2011Q4
(Dec 2011 column) and 2012H1 (June 2012 column) with the limit for the total
impairments (Dec 2011 + Jun 2012) of the sovereign buffer for each country.
Shortfall (+) / Surplus (-) to 9% before application of sovereign capital buffer -399 -372 9% RWA - CT 1 including existing government support measures
Overall Shortfall (+) / Surplus (-) after including sovereign capital buffer and additional impairments on
sovereign exposures
Notes and definitions		 -399 -372 9% RWA - (CT 1 including existing government support measures - Sovereign
capital buffer for exposures in EEA)

(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

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

Composition of RWA

DK010
Sydbank

(in million Euro)

Dec-11 Jun-12
Total RWA (1) 9,510 9,919
RWA for credit risk 7,039 7,048
RWA Securitisation and re-securitisations 0 0
RWA Other credit risk 7,039 7,048
RWA for market risk 1,385 1,745
RWA operational risk 1,086 1,126
Transitional floors 0 0
RWA Other 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-11 DK010 Sydbank

DIRECT SOVEREIGN INDIRECT SOVEREIGN
EXPOSURES IN (3)
EXPOSURES
DERIVATIVES (1) (on and off balance sheet) Memo Item Provisions and Prudential filter Reserve
write-off on AFS sovereign assets AFS sovereign assets Fair value of Cash
flow and fair value
Nominal Value Sovereign assets (including the fair (gross the fair value of hedging contracts
Debt securities (loans, advances value of Cash flow and Cash flow and fair on AFS sovereign
Net position at fair values Net position at fair values in HTM and Loans and debt fair value hedging value hedging assets
(Derivatives with positive fair (Derivatives with positive fair and Receivables securities) contracts)
(4)		 contracts)
(4)		 (4)
(+/-)
value + Derivatives with value + Derivatives with portfolios (+) (+/-) (+/-)
negative fair value) negative fair value)
(in million Euro) G H I J K L M N O P Q R S
GROSS DIRECT LONG EXPOSURES
(accounting value gross of provisions) (1)		 NET DIRECT POSITIONS
other counterparties only where there is maturity matching) (1)		 (gross of provisions and write-off exposures (long) net of cash short position of sovereign debt to DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)		 INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)		 Memo Item Provisions and Prudential filter Reserve
Residual Maturity
↓		 Country of which: loans and
advances in the HTM
and Loans and
receivables portfolios		 of which: Available for
sale financial assets
(AFS)		 of which: Financial
assets designated at fair
value through profit or
loss
(FVO)		 of which: Financial assets
held for trading(2)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Nominal Value
Debt securities
in HTM and Loans
and Receivables
portfolios		 write-off on
Sovereign assets
(loans, advances
and debt
securities)
(+)		 AFS sovereign assets
(including the fair
value of Cash flow and
fair value hedging
contracts)
(4)
(+/-)		 AFS sovereign assets
(gross the fair value of
Cash flow and fair
value hedging
contracts)
(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 [
[3Y - 5Y [		 Austria 0
0		 0
0		 0
0		 0
0		 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 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 3M [
[ 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
0
[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[ 2Y - 3Y [ Belgium 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 - 10Y [
[10Y - more [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 3M [ 0 0 0 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
0		 0
0		 0
0
[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [ Bulgaria 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [
Total		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0 0
0		 0
0		 0
0
[ 0 - 3M [ 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 [		 Cyprus 0
0		 0
0		 0
0		 0
0		 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 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 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		 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 [ Czech Republic 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 3M [ 247 247 219 0 0 -28 0 0 0 0 0 0
[ 3M - 1Y [
[ 1Y - 2Y [		 28
5		 0
0		 27
5		 0
0		 0
0		 27
5		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[ 2Y - 3Y [ Denmark 2 2 -48 0 0 -50 0 0 0 0 0 0
[3Y - 5Y [ 2 1 -23 0 0 -24 0 0 0 0 0 0
[5Y - 10Y [ 9 0 -46 0 0 -46 0 0 0 0 0 0
[10Y - more [
Total		 38
331		 0
250		 38
172		 0
0		 0
0		 38
-78		 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 [
[ 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
0
[3Y - 5Y [ Estonia 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 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		 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 [ Finland 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0

Dec-11 DK010 Sydbank

DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Memo Item
Nominal Value
Debt securities
in HTM and Loans
and Receivables
portfolios		 Provisions and
write-off on
Sovereign assets
(loans, advances
and debt
securities)
(+)		 Prudential filter
AFS sovereign assets
(including the fair
value of Cash flow and
fair value hedging
contracts)
(4)
(+/-)		 Reserve
AFS sovereign assets
(gross the fair value of
Cash flow and fair
value hedging
contracts)
(4)
(+/-)		 Fair value of Cash
flow and fair value
hedging contracts
on AFS sovereign
assets
(4)
(+/-)
(in million Euro) G H I J K L M N O P Q R S
GROSS DIRECT LONG EXPOSURES
(accounting value gross of provisions) (1)		 NET DIRECT POSITIONS
other counterparties only where there is maturity matching) (1)		 (gross of provisions and write-off exposures (long) net of cash short position of sovereign debt to DIRECT SOVEREIGN
EXPOSURES IN		 INDIRECT SOVEREIGN
(3)
EXPOSURES		 Memo Item
Residual Maturity
↓		 Country of which: loans and
advances in the HTM
and Loans and
receivables portfolios		 of which: Available for
sale financial assets
(AFS)		 of which: Financial
assets designated at fair
value through profit or
loss
(FVO)		 of which: Financial assets
held for trading(2)		 DERIVATIVES (1)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 (on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Nominal Value
Debt securities
in HTM and Loans
and Receivables
portfolios		 Provisions and
write-off on
Sovereign assets
(loans, advances
and debt
securities)
(+)		 Prudential filter
AFS sovereign assets
(including the fair
value of Cash flow and
fair value hedging
contracts)
(4)
(+/-)		 Reserve
AFS sovereign assets
(gross the fair value of
Cash flow and fair
value hedging
contracts)
(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 [
[ 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
0
[3Y - 5Y [ Austria
France		 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 0 - 3M [		 0
14		 0
14		 0
14		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0 0
0		 0
0		 0
0
[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[ 1Y - 2Y [ 0 0 0 0 0 0 0 -515 0 0 0 0
[ 2Y - 3Y [ Germany 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 -121
-197		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 -3 0 0 0 0
Total 14 14 14 0 0 0 0 -836 0 0 0 0 0
[ 0 - 3M [ 0 0 0 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
0		 0
0		 0
0
[ 2Y - 3Y [ Greece (5) 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 - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [
Total		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0 0
0		 0
0		 0
0
[ 0 - 3M [ 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 [		 Hungary 0
0		 0
0		 0
0		 0
0		 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 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 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		 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 [ Iceland 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 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 [
[ 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
0
[ 2Y - 3Y [ Ireland 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 - 10Y [
[10Y - more [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 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 [		 Italy 0
0		 0
0		 0
0		 0
0		 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 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 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		 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 [ Latvia 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0

Dec-11 DK010 Sydbank

DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Memo Item
Nominal Value
Debt securities
in HTM and Loans
and Receivables
portfolios		 Provisions and
write-off on
Sovereign assets
(loans, advances
and debt
securities)
(+)		 Prudential filter
AFS sovereign assets
(including the fair
value of Cash flow and
fair value hedging
contracts)
(4)
(+/-)		 Reserve
AFS sovereign assets
(gross the fair value of
Cash flow and fair
value hedging
contracts)
(4)
(+/-)		 Fair value of Cash
flow and fair value
hedging contracts
on AFS sovereign
assets
(4)
(+/-)
(in million Euro) G H I J K L M N O P Q R S
GROSS DIRECT LONG EXPOSURES
(accounting value gross of provisions) (1)		 NET DIRECT POSITIONS
other counterparties only where there is maturity matching) (1)		 (gross of provisions and write-off exposures (long) net of cash short position of sovereign debt to DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)		 INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)		 Memo Item Provisions and Prudential filter Reserve
Residual Maturity
↓		 Country of which: loans and
advances in the HTM
and Loans and
receivables portfolios		 of which: Available for
sale financial assets
(AFS)		 of which: Financial
assets designated at fair
value through profit or
loss
(FVO)		 of which: Financial assets
held for trading(2)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Nominal Value
Debt securities
in HTM and Loans
and Receivables
portfolios		 write-off on
Sovereign assets
(loans, advances
and debt
securities)
(+)		 AFS sovereign assets
(including the fair
value of Cash flow and
fair value hedging
contracts)
(4)
(+/-)		 AFS sovereign assets
(gross the fair value of
Cash flow and fair
value hedging
contracts)
(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 [
[3Y - 5Y [		 Austria
Liechtenstein		 0
0		 0
0		 0
0		 0
0		 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 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 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		 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 [ Lithuania 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 3M [
[ 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
0
[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[ 2Y - 3Y [ Luxembourg 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 - 10Y [
[10Y - more [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 3M [ 0 0 0 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
0		 0
0		 0
0
[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [ Malta 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [
Total		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0 0
0		 0
0		 0
0
[ 0 - 3M [ 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
0		 0
0		 0
0		 0
0		 0
0		 0
0
[3Y - 5Y [ Netherlands 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 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		 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 [		 Norway 0
0		 0
0		 0
0		 0
0		 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 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 3M [
[ 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
0
[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[ 2Y - 3Y [ Poland 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 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 [
[ 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
0
[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [ Portugal 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [
Total		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0 0
0		 0
0		 0
0

Dec-11 DK010 Sydbank

(in million Euro) G H I J K L M N O P Q R S
GROSS DIRECT LONG EXPOSURES
(accounting value gross of provisions) (1)		 (gross of provisions and write-off exposures (long) net of cash short position of sovereign debt to NET DIRECT POSITIONS
other counterparties only where there is maturity matching) (1)		 DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)		 INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)		 Memo Item Provisions and
write-off on		 Prudential filter
AFS sovereign assets		 Reserve
AFS sovereign assets		 Fair value of Cash
flow and fair value
Residual Maturity
↓		 Country of which: loans and
advances in the HTM
and Loans and
receivables portfolios		 of which: Available for
sale financial assets
(AFS)		 of which: Financial
assets designated at fair
value through profit or
loss
(FVO)		 of which: Financial assets
held for trading(2)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Nominal Value
Debt securities
in HTM and Loans
and Receivables
portfolios		 Sovereign assets
(loans, advances
and debt
securities)
(+)		 (including the fair
value of Cash flow and
fair value hedging
contracts)
(4)
(+/-)		 (gross the fair value of
Cash flow and fair
value hedging
contracts)
(4)
(+/-)		 hedging contracts
on AFS sovereign
assets
(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 [ Austria
Romania		 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 - 10Y [
[10Y - more [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 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 [ Slovakia 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 - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 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 [ Slovenia 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 - 10Y [
[10Y - more [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 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 [ Spain 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 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 [		 Sweden 0
0		 0
0		 0
0		 0
0		 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 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 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 [ United Kingdom 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 - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
TOTAL EEA 30 345 264 186 0 0 -78 0 -836 0 0 0 0 0

(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).

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

Jun-12 DK010 Sydbank

DIRECT SOVEREIGN INDIRECT SOVEREIGN
EXPOSURES IN (3)
EXPOSURES
DERIVATIVES (1) (on and off balance sheet) Memo Item Prudential filter Reserve
Provisions and AFS sovereign assets AFS sovereign assets Fair value of Cash
write-off on flow and fair value
Nominal Value Sovereign assets (including the fair (gross the fair value of hedging contracts
Debt securities (loans, advances value of Cash flow and Cash flow and fair on AFS sovereign
Net position at fair values Net position at fair values in HTM and Loans and debt fair value hedging value hedging assets
(Derivatives with positive fair (Derivatives with positive fair and Receivables securities) contracts)
(4)		 contracts)
(4)		 (4)
(+/-)
value + Derivatives with value + Derivatives with portfolios (+) (+/-) (+/-)
negative fair value) negative fair value)
(in million Euro) G H I J K L M N O P Q R S
GROSS DIRECT LONG EXPOSURES
(accounting value gross of provisions) (1)		 NET DIRECT POSITIONS
other counterparties only where there is maturity matching) (1)		 (gross of provisions and write-off exposures (long) net of cash short position of sovereign debt to DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)		 INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)		 Memo Item Provisions and
write-off on		 Prudential filter
AFS sovereign assets		 Reserve
AFS sovereign assets
Residual Maturity
↓		 Country of which: loans and
advances in the HTM
and Loans and
receivables portfolios		 of which: Available for
sale financial assets
(AFS)		 of which: Financial
assets designated at fair
value through profit or
loss
(FVO)		 of which: Financial assets
held for trading(2)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Nominal Value
Debt securities
in HTM and Loans
and Receivables
portfolios		 Sovereign assets
(loans, advances
and debt
securities)
(+)		 (including the fair
value of Cash flow and
fair value hedging
contracts)
(4)
(+/-)		 (gross the fair value of
Cash flow and fair
value hedging
contracts)
(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 [
[ 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
0
[3Y - 5Y [ Austria 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 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		 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 [ Belgium 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 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 [
[ 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
0
[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [ Bulgaria 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [
Total		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0 0
0		 0
0		 0
0
[ 0 - 3M [ 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 [		 Cyprus 0
0		 0
0		 0
0		 0
0		 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 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 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		 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 [ Czech Republic 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 3M [ 185 185 158 0 0 -27 0 0 0 0 0 0
[ 3M - 1Y [
[ 1Y - 2Y [		 10
0		 0
0		 10
-33		 0
0		 0
0		 10
-33		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[ 2Y - 3Y [ Denmark 4 2 4 0 0 2 0 0 0 0 0 0
[3Y - 5Y [ 44 1 33 0 0 32 0 0 0 0 0 0
[5Y - 10Y [ 8 0 -4 0 0 -4 0 0 0 0 0 0
[10Y - more [
Total		 33
284		 0
188		 10
178		 0
0		 0
0		 10
-10		 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 [
[ 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
0
[3Y - 5Y [ Estonia 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 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		 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 [ Finland 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0

Jun-12 DK010 Sydbank

DIRECT SOVEREIGN INDIRECT SOVEREIGN
EXPOSURES IN (3)
EXPOSURES
DERIVATIVES (1) (on and off balance sheet) Memo Item Provisions and Prudential filter Reserve
write-off on AFS sovereign assets AFS sovereign assets Fair value of Cash
Sovereign assets (including the fair (gross the fair value of flow and fair value
Nominal Value value of Cash flow and Cash flow and fair hedging contracts
Debt securities (loans, advances on AFS sovereign
Net position at fair values Net position at fair values in HTM and Loans and debt fair value hedging value hedging assets
(Derivatives with positive fair (Derivatives with positive fair and Receivables securities) contracts)
(4)		 contracts)
(4)		 (4)
(+/-)
value + Derivatives with value + Derivatives with portfolios (+) (+/-) (+/-)
negative fair value) negative fair value)
(in million Euro) G H I J K L M N O P Q R S
GROSS DIRECT LONG EXPOSURES
(accounting value gross of provisions) (1)		 NET DIRECT POSITIONS
other counterparties only where there is maturity matching) (1)		 (gross of provisions and write-off exposures (long) net of cash short position of sovereign debt to DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)		 INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)		 Memo Item Provisions and
write-off on		 Prudential filter
AFS sovereign assets		 Reserve
AFS sovereign assets
Residual Maturity
↓		 Country of which: loans and
advances in the HTM
and Loans and
receivables portfolios		 of which: Available for
sale financial assets
(AFS)		 of which: Financial
assets designated at fair
value through profit or
loss
(FVO)		 of which: Financial assets
held for trading(2)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Nominal Value
Debt securities
in HTM and Loans
and Receivables
portfolios		 Sovereign assets
(loans, advances
and debt
securities)
(+)		 (including the fair
value of Cash flow and
fair value hedging
contracts)
(4)
(+/-)		 (gross the fair value of
Cash flow and fair
value hedging
contracts)
(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 [
[3Y - 5Y [		 Austria
France		 0
0		 0
0		 0
0		 0
0		 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 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 3M [ 5 5 5 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
-510		 0
0		 0
0		 0
0		 0
0
[ 2Y - 3Y [ Germany 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [ 0 0 0 0 0 0 0 -195 0 0 0 0
[5Y - 10Y [
[10Y - more [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 -360
0		 0
0		 0
0		 0
0		 0
0
Total 5 5 5 0 0 0 0 -1,065 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 [
[ 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
0
[3Y - 5Y [ Greece (5) 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 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		 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 [ Hungary 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 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 [
[ 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
0
[ 2Y - 3Y [ Iceland 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 - 10Y [
[10Y - more [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 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
0		 0
0		 0
0		 0
0		 0
0		 0
0
[3Y - 5Y [ Ireland 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 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		 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 [ Italy 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 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 [
[ 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
0
[3Y - 5Y [ Latvia 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [
Total		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0 0
0		 0
0		 0
0

Jun-12 DK010 Sydbank

DIRECT SOVEREIGN INDIRECT SOVEREIGN
(3)
EXPOSURES IN EXPOSURES Memo Item
DERIVATIVES (1) (on and off balance sheet) Provisions and Prudential filter Reserve Fair value of Cash
write-off on AFS sovereign assets AFS sovereign assets flow and fair value
Sovereign assets (including the fair (gross the fair value of
Nominal Value (loans, advances value of Cash flow and Cash flow and fair hedging contracts
Debt securities and debt fair value hedging value hedging on AFS sovereign
Net position at fair values Net position at fair values in HTM and Loans securities) contracts) contracts) assets
(Derivatives with positive fair (Derivatives with positive fair and Receivables (4) (4) (4)
(+/-)
value + Derivatives with value + Derivatives with portfolios (+) (+/-) (+/-)
negative fair value) negative fair value)
(in million Euro) G H I J K L M N O P Q R S
Residual Maturity
↓		 Country GROSS DIRECT LONG EXPOSURES
(accounting value gross of provisions) (1)		 NET DIRECT POSITIONS
(gross of provisions and write-off exposures (long) net of cash short position of sovereign debt to
other counterparties only where there is maturity matching) (1)		 DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)		 INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)		 Memo Item Provisions and
write-off on		 Prudential filter
AFS sovereign assets		 Reserve
AFS sovereign assets
of which: loans and
advances in the HTM
and Loans and
receivables portfolios		 of which: Available for
sale financial assets
(AFS)		 of which: Financial
assets designated at fair
value through profit or
loss
(FVO)		 of which: Financial assets
held for trading(2)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Nominal Value
Debt securities
in HTM and Loans
and Receivables
portfolios		 Sovereign assets
(loans, advances
and debt
securities)
(+)		 (including the fair
value of Cash flow and
fair value hedging
contracts)
(4)
(+/-)		 (gross the fair value of
Cash flow and fair
value hedging
contracts)
(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 [
[3Y - 5Y [		 Austria
Liechtenstein		 0
0		 0
0		 0
0		 0
0		 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 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 3M [
[ 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
0
[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[ 2Y - 3Y [ Lithuania 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 - 10Y [
[10Y - more [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 3M [ 0 0 0 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
0		 0
0		 0
0
[ 2Y - 3Y [ Luxembourg 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 - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [
Total		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0 0
0		 0
0		 0
0
[ 0 - 3M [ 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 [		 Malta 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 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		 0
[ 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
[ 2Y - 3Y [ Netherlands 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 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 [
[ 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
0
[ 2Y - 3Y [ Norway 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 - 10Y [
[10Y - more [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 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
0		 0
0		 0
0		 0
0		 0
0		 0
0
[3Y - 5Y [ Poland 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total
[ 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		 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 [ Portugal 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0

Jun-12 DK010 Sydbank

G
H
I
J
K
L
M
N
O
P
Q
R
S
(in million Euro)
Residual Maturity
↓		 Country GROSS DIRECT LONG EXPOSURES
(accounting value gross of provisions) (1)		 NET DIRECT POSITIONS
(gross of provisions and write-off exposures (long) net of cash short position of sovereign debt to
other counterparties only where there is maturity matching) (1)		 DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)		 INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)		 Memo Item Provisions and
write-off on		 Prudential filter
AFS sovereign assets		 Reserve
AFS sovereign assets		 Fair value of Cash
flow and fair value
of which: loans and
advances in the HTM
and Loans and
receivables portfolios		 of which: Available for
sale financial assets
(AFS)		 of which: Financial
assets designated at fair
value through profit or
loss
(FVO)		 of which: Financial assets
held for trading(2)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)		 Nominal Value
Debt securities
in HTM and Loans
and Receivables
portfolios		 Sovereign assets
(loans, advances
and debt
securities)
(+)		 (including the fair
value of Cash flow and
fair value hedging
contracts)
(4)
(+/-)		 (gross the fair value of
Cash flow and fair
value hedging
contracts)
(4)
(+/-)		 hedging contracts
on AFS sovereign
assets
(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 [
[3Y - 5Y [		 Austria
Romania		 0
0		 0
0		 0
0		 0
0		 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 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 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
0		 0
0		 0
0		 0
0		 0
0		 0
0
[3Y - 5Y [ Slovakia 0 0 0 0 0 0 0 0 0 0 0 0
[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 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 [		 Slovenia 0
0		 0
0		 0
0		 0
0		 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 0 0 0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
[ 0 - 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 [ Spain 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 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 [ Sweden 0 0 0 0 0 0 0 0 0 0 0 0
[3Y - 5Y [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 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 [ United Kingdom 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 [
[5Y - 10Y [		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0		 0
0
[10Y - more [ 0 0 0 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0 0 0 0 0
TOTAL EEA 30 289 193 183 0 0 -10 0 -1,065 0 0 0 0 0

(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).

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.

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