P50 12 P52 P60 P81 P88 P53 P87 49

P5012 P52 P60 P81 P88 P53 P87 49

12 21 1 2 3 4............................... 9,958.44 10,133.23 10,546.44 11,089.94 1.......................... 1,721 1,519 1,464 1,507........................................... 662 1,094 164 930........................................... 288 273 1,233 1,067.......................................... 788 1,467 2,059 2,284........................................ 55 5 30 2 10%...................... 1.350 1.295 1.285 1.395 US........................... 96.31 89.76 92.45 93.45.......................................... 132,119 105,631 183,615 116,549....................................... 70,514 58,008 67,256 57,083..................................... 15,255 14,431 12,558 13,595........ 24,532 6,965 15,151 7,690...... 7,298 8,641 10,001 7,509............................... 23,427 27,971 29,545 28,288................................. 34,712 28,536 7,754 39,951............................ 1,567 4,463 86,532 4,917........................................ 16,815 13,792 12,344 11,775.................................. 11,644 9,756 9,726 12,655.......................................... 15,508 11,340 10,982 9,827.................................... 9,247 7,152 7,122 8,627........................................ 107,364 87,137 165,509 98,094.................................. 86,552 85,569 99,775 90,946....................................... 14,346 15,943 16,014 15,485.......................................... 39,938 37,274 52,095 40,642..................................... 10,555 10,945 10,813 11,724.......................................... 6,350 6,744 6,174 6,423....................................... 9,506 9,545 9,746 10,302........................................ 2,113 1,762 1,689 2,160.......................................... 3,741 3,353 3,242 4,206............................. 20,812 1,567 65,733 7,147....................................... 2,814 1,335 2,134 3,053....................................... 798 866 22 39............................. 22,827 2,037 67,891 10,160........................................ 373 264 106 945........................................ 1,053 2,520 2,353 1,298..... 22,148 219 65,645 9,808....................... 17,870 1,991 26,366 2,798 50

23 22 1 2 3 4 1 2 3 4 9,382.64 9,369.35 10,228.92 9,755.10 9,816.09 8,700.09 8,455.35 10,083.56 1,666 1,257 1,439 1,864 1,383 1,355 1,075 1,406 746 791 241 1,238 2 1,351 923 1,380 1,160 881 1,475 169 149 442 117 783 761 273 1,406 3,056 946 1,648 381 1,289 91 9 22 12 10 40 1 36 1.085 0.930 1.110 1.255 1.130 1.020 0.980 0.985 88.38 83.44 81.54 83.15 80.51 77.04 76.94 82.79 94,151 107,236 118,214 83,438 113,625 102,480 92,919 113,348 56,106 49,142 54,618 58,763 55,060 56,171 52,535 57,077 13,323 9,626 12,465 15,249 10,515 10,202 8,249 11,815 4,658 5,255 7,537 8,851 3,832 4,787 8,091 2,797 9,155 7,164 7,936 7,322 13,394 12,661 10,726 12,356 28,969 27,096 26,678 27,339 27,318 28,519 25,468 30,109 10,724 34,160 31,605 15,985 26,244 14,895 8,572 29,703 1,924 3,316 8,136 20,154 1,251 1,892 1,470 2,658 17,516 17,862 17,511 19,026 20,076 19,865 20,910 18,909 11,729 9,387 6,343 9,818 10,992 9,656 9,429 10,316 13,993 12,905 16,298 14,864 15,217 12,937 16,329 15,205 8,544 5,896 5,398 6,576 7,325 5,922 6,245 7,175 71,613 88,434 96,517 61,998 91,083 83,621 70,344 90,967 87,859 88,980 92,381 94,697 94,021 93,729 86,352 85,626 17,376 16,339 17,989 18,692 17,514 18,639 16,286 16,415 37,483 39,104 42,205 41,441 42,268 41,815 37,994 36,219 11,290 11,232 10,939 11,795 11,273 11,374 11,203 11,029 6,714 7,456 5,874 6,981 6,954 6,832 6,521 7,443 9,753 9,686 9,667 10,055 10,153 10,235 9,879 9,592 1,967 1,814 1,770 1,492 2,136 1,465 1,436 1,542 3,273 3,347 3,934 4,238 3,719 3,365 3,031 3,383 16,245 546 4,136 32,699 2,938 10,108 16,008 5,340 8,517 94 3,633 3,580 3,656 3,915 1,426 3,806 458 199 753 1,472 1,522 174 131 535 8,187 839 7,017 30,591 803 6,366 14,713 9,682 1,776 1,794 2,462 3,043 427 777 125 38,330 1,131 1,171 62 8,634 2,480 9,833 2,102 29,918 7,542 217 9,416 36,182 2,856 15,422 16,690 18,095 1,191 4,192 1,182 33,129 9,434 19,353 21,567 10,920 51

19 20 21 22 23................................. 84,592 56,401 56,387 50,254 40,221....................................... 82,487 54,808 55,010 48,929 38,951.......................................... 2,105 1,593 1,377 1,325 1,269............................ 2,133 991 698 827 1,088......................... 136,376 97,001 108,266 116,734 134,269....................................... 463 554 407 407 451........ 39,342 17,967 32,907 31,144 48,486...................... 49,332 41,531 42,279 51,782 54,706.................................... 47,238 36,947 32,671 33,399 30,625.................... 47,550 34,914 70,647 38,704 32,737.... 14,581 10,122 41,667 16,367 10,550.... 10,370 10,542 12,362 9,771 8,910........ 3,229 724 543 434 651 M&A.............................. 18,851 13,224 15,765 11,966 12,577........................................... 23,771 19,571 16,863 12,108 12,529................................. 6,782 6,946 5,850 1,977 2,642............................... 4,223 3,384 2,628 1,789 1,221.......................................... 12,765 9,240 8,384 8,341 8,665........................................ 294,424 208,880 252,863 218,630 220,845............................................. 11,020 25,737 24,481 8,797 6,464......................................... 92,341 66,658 86,474 101,273 85,880.................................... 103,361 40,921 110,955 92,476 79,416 * 1........................................... 71,026 18,396 40,454 41,272 38,327 * 2...................... 1,431 167,468 68,754 75,163 67,728.................................. 17,494 11,613 9,929 13,741 12,333 3* 3....................................... 13,379 9,140 7,901 8,339 6,363........................................ 5,321 5,895 6,952 2,489 1,646 *1 *2 2411 *3 52

23 21 2379 ECB 2311122 231012 2312242 23 10 243 24 13 238 239 23 235 237 EUIMF 238 236 EFSF4,400 7,800 237 GDP (%) () () 3 12,000 6 2 1 0 10,000 8,000 5 4-1 6,000 3-2 -3-4 4,000 2,000 2 1-5 1Q 2Q 3Q 4Q 1Q 2Q 3Q 4Q 1Q 2Q 3Q 4Q 1Q 2Q 3Q 4Q 20 21 22 23 0 123456789101112123456789101112123456789101112123 21 22 23 24 0 GDP GDP 11 : 53

54 FRB236 2QE2 238 FOMC 25 FRB FRB 241 26 FRB 238 12 241 23 10 24 13 23311 238 2310 231012 2413 234 242 234 24 239 23 3 2310 24 237 9 238

2310 231123 110024 2 2312 243 10,083562333284610 0.985%0.2701 821767 3 236232 237 233238 11 24 24 4.8%4,223 5.5%3,360 2,2081.0% 1 19.5%407 25.8%195 49155.6% 22 23 403,042 422,374 4.8% 218,630 220,845 1.0% 50,664 40,782 19.5% 26,303 19,507 25.8% 31,579 49,138 55.6% 110,082 111,416 1.2% 92,476 79,416 14.1% 17,259 1,955 71,915 79,761 10.9% 37,278 40,395 8.4% 58,061 59,689 2.8% 26,415 26,668 1.0% 318,564 336,016 5.5% 120 100 80 60 40 20 0 20 1Q 2Q 3Q 4Q 1Q 2Q 3Q 4Q 22 23 55

14.1%794 41.8%160 11.7% 720 19 22 23 27.5 16.0 41.8% 81.5 72.0 11.7% 109.0 88.0 19.3% 40 396 443 394 22 23 363,919 359,729 1.2% 70,398 68,856 2.2% 160,234 158,297 1.2% 45,257 44,880 0.8% 27,026 27,751 2.7% 39,163 39,861 1.8% 7,043 6,581 6.6% 25 14,795 13,474 8.9% 45,355 23,713 12,752 11,512 9.7% 32,602 12,200 1,923 4,673 34,525 16,874 9,713 24,399 151.2% 37,331 39,434 30 20 10 100 80 60 0 1Q 2Q 3Q 4Q 1Q 2Q 3Q 4Q 22 23 1.2%3,597 2.2%6881.2%1,582 1.8%398 122 40 20 0 1Q 2Q 3Q 4Q 1Q 2Q 3Q 4Q 22 23 1 3.9%1,720 56

7.2%388 M&A 13.6%264142 1 15.4%520 544 CBKDDI 3.0%374 8.4%146 22 23 22 23 178,970 172,033 3.9% 41,866 38,839 7.2% 61,495 52,014 15.4% 52,173 54,433 30,635 26,473 13.6% 14,733 14,284 36,324 37,424 3.0% 15,948 14,615 8.4% 15,277 1,090 21,476 1,976 19,393 32,502 67.6% 8,140 1,190 311,541 321,538 3.2% 38,708 18,431 7,023 14,477 106.1% 6,106 6,230 2.0% 318,564 336,016 5.5% 32,602 12,200 100 80 60 40 20 0-20 1Q 2Q 3Q 4Q 1Q 2Q 3Q 4Q 22 23 57

10 19 KDDICBM&A 22 50 17730 22 23 8,954 5,039 11,133 17,720 1,447 3,058 21,536 25,818 15,926 21,064 1 3,899281618 9,240 11,364 11,699 2513179,723 497 806 3039,517 23261 6,768 9,734 794 16301 3,016 1389 58

1 23 265 332 275 215 1,088 1,195 109 1,304 671 257 10 939 2,243 13,046 22,438 206.2% 246302 Baa3 BBB A-2 A a-1 A Baa2 P-2 BBB+ A-2 BBB+ F2 A a-1 A 59

233 23331 243 24331 16,311,431 18,217,159 1,025,239 1,050,468 241,697 204,477 11,538 13,135 84,435 1,474,395 6,770,478 8,876,950 4,549,799 6,148,294 2,220,679 2,728,655 102,010 139,096 219,523 174,304 41,962 36,127 72,090 108,932 506 612 147,847 120,870 114,479 106,975 33,368 13,894 7,327,845 5,735,192 7,326,791 5,729,144 1,054 6,047 13,577 15,014 5,051 858 34,153 26,912 10,590 6,186 287,106 307,738 300 1,858 530,980 706,878 133,226 394,415 55,528 100,256 17,572 17,264 60,125 276,894 135,680 102,887 26,659 20,992 5,501 8,284 83,981 61,039 19,538 12,571 262,073 209,574 188,856 159,096 10,530 9,732 23,941 23,292 23,217 8,242 16,438 10,090 910 879 16,842,411 18,924,038 233 23331 243 24331 13,939,141 16,003,646 5,869 4,412 4,816,854 5,953,279 3,012,792 3,570,153 1,804,062 2,383,126 61,397 52,756 4,774 3,109 56,622 49,646 5,338,881 6,068,380 5,213,298 5,257,835 125,583 810,545 1,169,916 149,427 125,731 249,362 226,143 2,660,492 1,794,254 395,195 275,191 1 155,056 215,309 2,241 5,822 1,012 970 23,152 20,461 80,197 91,015 1,978,849 1,966,123 1,334,141 1,282,479 592,640 623,297 631 2,591 29,948 29,983 503 298 960 17,121 12,555 2,902 14,916 3,022 2,566 3,022 2,566 15,921,013 17,972,336 846,725 801,353 247,397 247,397 230,632 230,655 395,751 345,983 27,054 22,681 12,793 18,855 23,135 23,338 85 1,676 36,013 40,517 4,385 5,429 83,080 163,774 921,398 951,702 16,842,411 18,924,038 60

233 2241 243 2341 23331 24331 403,042 422,374 218,630 220,845 50,664 40,782 26,303 19,507 31,579 49,138 110,082 111,416 92,476 79,416 17,259 1,955 71,915 79,761 37,278 40,395 58,061 59,689 26,415 26,668 318,564 336,016 363,919 359,729 70,398 68,856 160,234 158,297 45,257 44,880 27,026 27,751 39,163 39,861 7,043 6,581 25 14,795 13,474 45,355 23,713 233 2241 243 2341 23331 24331 44,239 41,273 12,268 5,013 230 1,761 12,383 4,603 464 72 810 11,305 45,049 52,579 47,543 45,496 2,494 7,082 233 2241 243 2341 23331 24331 15,636 12,805 204 147 5,085 2,735 4,565 4,565 2,386 1,576 171 42 3,222 3,738 2,884 1,292 102 65 482 174 1,616 675 682 376 32,602 12,200 9,077 39,660 1,597 4,061 1,820 1,571 2,118 35,265 884 455 962 11,000 44,334 2,013 7,308 9 276 594 17,883 5,560 4,556 950 11,212 1,871 3,097 34,525 16,874 6,906 7,452 2,806 16,947 44,239 41,273 6,907 1,838 37,331 39,434 61

243234124331 2341 247,397 230,632 395,751 27,054 846,725 10,281 10,281 39,434 39,434 6 6 22 4,380 4,403 51 51 22 49,768 4,373 45,371 24331 247,397 230,655 345,983 22,681 801,353 2341 23,135 85 36,013 4,385 83,080 203 1,761 4,503 1,043 80,693 203 1,761 4,503 1,043 80,693 24331 23,338 1,676 40,517 5,429 163,774 233224123331 2241 247,384 230,593 452,456 689 929,744 12 12 25 19,233 19,233 37,331 37,331 28,793 28,793 26 2,428 2,454 94 94 45 45 12 38 56,705 26,365 83,018 23331 247,397 230,632 395,751 27,054 846,725 2241 20,365 315 23,262 3,242 87,123 2,769 230 12,750 1,143 4,042 2,769 230 12,750 1,143 4,042 23331 23,135 85 36,013 4,385 83,080 62

233 2241 243 2341 23331 24331 34,525 16,874 43,272 42,932 1,780 2,746 4,565 4,565 35,265 704 1,987 2,010 32 950 884 455 5,289 2,882 102 65 2,386 1,576 416 7,308 4,051 1,543 1,571 2,118 594 17,883 5,560 4,556 46,674 32,825 482,141 1,469,537 56,772 30,985 14,810 36,841 26,661 18,337 1,244,882 2,303,619 8,901 3,089 1,169,916 26,875 23,622 129,680 10,325 1,695,372 2,030,675 5,602 4,624 109 65 23,983 2,557 1,676,882 2,032,677 233 2241 243 2341 23331 24331 115,796 43,647 152,933 61,603 50,120 1,593,334 79,228 610,340 6,968 10,064 5,688 515 31,298 21,099 18,835 7,561 20,471 11,670 20,682 1,230 429 95,626 510 15,250 2,868 406 3,460 1,987 1,029 2,480 79,466 973,494 1,670,114 1,068,401 298,958 148,450 27,999 137,200 375,923 222,724 232,815 221,622 2,441 3,353 28,793 6 19,233 10,281 24 38 1,301,657 1,063,022 5,740 642 290,019 4,482 753,982 1,043,463 844 306 1,043,463 1,038,981 63

64 233 2431813 118 195249 1114 1. 1 60 PI B.V. Inc. Inc. 31 1 1 2441 2 3 4 22 4 1813 118 195249 1114 1. 1 58 PI B.V. Inc. Inc. 41 1 2 3 17 & 22 4

65 233 243 6 233,649 2. 1 0 6 1 1 1 2 320%50% 8 PE 22 16 20310 2420310 3. 3 56 12 2 1 Ltd 1DBP-,Inc. 4. 1 6 405,374 2. 1 0 5 1 1 2 320%50% 12 PE 22 3. 3 57 511 1 12 2 1 2 4. 1

66 233 243 2 5 20331 3 2 5 20331 3

67 233 243 4 5 6 20 7 5. 1 1820331 2120331 25 629 21 201226 22201226 23201226 7201226 16201226 10201226 4 5 6 22331 20 7

233 243 1,9672,752 2 6. ESOP ESOP 5 34,789,00013,612 5. 24 21124 2421124 1. 1 1,268,838 22,615 1,291,453 1,148,947 2 4,589 1,985,082 1,989,672 2. 6,130,436 125,868 491,673 6,747,977 1.1 3. 8,623,571 502,630 9,126,201 1. 1 214 1,466,730 16,300 1,483,245 339,224 2 3,109 1,372,960 1,376,070 2. 5,997,030 809,517 464,743 7,271,291 1.1 3. 6,695,182 307,560 7,002,743 68

243 233 4. 10,687 4. 8,702 5. 121,927 5. 126,897 6. 6. 1,675 1,384 3,059 1,256 1,372 2,629 7. 3,022 4651 7. 2,566 4651 1. 1,749,378,772 1. 1,749,378,772 2. 1 2. 1 1 22519 13,987 8 22 22 331 67 221029 5,245 3 22 22 930 121 19,233 1 23517 5,140 3 23 23 331 66 231028 5,140 3 23 23 930 121 10,281 221029 ESOP75404117 2 23517 5,140 1 3 23331 2366 1 2 ESOP75404104 123517 ESOP75404 104 2231028 ESOP75404 88 2 24515 5,140 1 3 24331 2464 1 2 ESOP7540471 69

233 243 3. 20067 280,000 18,000 262,000 357 3 (2,478,000) 21,000 2,457,000 1,232 (115,000) (21,000) () (136,000) () 20077 296,000 20,000 276,000 362 4 2,491,000 21,000 2,470,000 666 (79,000) (21,000) () (100,000) () 20087 344,000 18,000 326,000 316 5 3,051,000 28,000 3,023,000 406 (48,000) (28,000) () (76,000) () 20097 664,000 25,000 639,000 370 6 4,385,000 66,000 4,319,000 204 (28,000) (66,000) () (94,000) () 20107 1,056,000 1,056,000 396 7 () 7,399,000 (59,000) 59,000 () 7,340,000 (59,000) 74 () 4,385 () 1 2345 67 3. 20067 262,000 14,000 248,000 338 3 2,457,000 34,000 2,423,000 1,218 (136,000) (34,000) () (170,000) () 20077 276,000 10,000 266,000 348 4 2,470,000 42,000 2,428,000 852 ( (100,000) (42,000) () (142,000) () 20087 326,000 10,000 316,000 307 5 3,023,000 35,000 2,988,000 563 (76,000) (35,000) () (111,000) () 20097 639,000 12,000 627,000 363 6 4,319,000 65,000 4,254,000 348 (94,000) (65,000) () (159,000) () 20107 1,056,000 13,000 1,043,000 391 7 7,340,000 94,000 7,246,000 201 (59,000) (94,000) () (153,000) () 20117 1,211,000 1,211,000 433 8 () 5,855,000 (59,000) 59,000 5,796,000 () (59,000) 63 () 5,429 () 1 2456 78 70 1. 1 2 FRA 1. 1 2 FRA

71 233 243 3 2341 i VaR VaR VaR VaR1 3 i VaR VaR VaR 199%520 VaR 14 VaR VaR

72 233 24399%520 VaR 5,129 VaR VaR 23331TOPIX 10% 11,468 23331 10 0.1%1,382 146 ii ALM ALM 24331TOPIX10% 111 24331 100.1%

73 233 243 20 1 12 0 1599 24331 99 41 1

233 243 4 4 74 2. 2 1 1,025,239 1,025,239 2 241,697 241,697 3 4,549,799 4,549,799 2,220,679 2,220,679 4 102,010 102,010 5 114,479 114,479 33,368 33,368 6 7,326,791 7,326,791 1,054 1,054 7 2,537 2,537 100 98 1 22,479 32,303 9,824 319,939 6,209 313,730 313,730 15,953,967 15,963,790 9,823 1 3,012,792 3,012,792 1,804,062 1,804,062 2 4,774 4,774 56,622 56,622 3 5,213,298 5,213,298 125,583 125,583 4 149,427 149,427 5 249,362 249,362 6 2,660,492 2,660,492 7 395,195 395,195 81 155,056 155,056 9 1,334,141 1,332,551 1,589 10 592,640 595,892 3,251 15,753,450 15,755,112 1,661 2. 2 1 1,050,468 1,050,468 2 204,477 204,477 3 6,148,294 6,148,294 2,728,655 2,728,655 4 139,096 139,096 5 106,975 106,975 13,894 13,894 6 5,729,144 5,729,144 6,047 6,047 7 2,462 2,462 563,688 564,074 385 1,113,509 7,549 1,105,959 1,105,959 17,799,165 17,799,551 385 1 3,570,153 3,570,153 2,383,126 2,383,126 2 3,109 3,109 49,646 49,646 3 5,257,835 5,257,835 810,545 810,545 4 1,169,916 1,169,474 441 5 125,731 125,731 6 226,143 226,143 7 1,794,254 1,794,254 8 275,191 275,191 91 215,309 215,309 10 1,282,479 1,251,803 30,676 11 623,297 619,920 3,377 17,786,740 17,752,245 34,495 87 87 3,636 3,918 281 3,724 4,005 281

75 233 243 1 1

76 233 243 1 1 2 7 32,466 88,585 21,465 5,241 1 1 1 2 7 32,464 74,638 16,533 4,499 1.

77 233 243 1 1 49676 1 2190 2. 269,320 269,320 1 2 1 46304 1 2341 242202441 2 1. 1 2 2441 3 4 5 2. 21 201226 10 201226 1 PI 68,905 17.41% 68,905 24229

233 243 28.27% 17.41% 45.68% 2 24229 3 23,877 14,704 38,582 4 2,118 5 35,265 6 15,868 269,678 285,547 43,685 80,190 123,876 7 7,732 2,365 1,604 30,000 100,000 50,000 21,600 UFJ 20,000 14,400 UFJ 24,991 8,000 10,000 12,500 10,000 33,000 128,338 51,600 UFJ 24,945 23,600 13,000 10,000 UFJ 5,000 11,200 6,000 4,850 5,500 4,800 10,000 78

243 233 1 1 100 98 1 100 98 1 434,727 436,962 2,235 211,088 211,534 445 90,538 91,351 812 133,100 134,076 976 128,961 127,111 1,849 5,689 5,679 10 123,271 121,432 1,839 2 2 130,746 85,310 45,436 111,147 67,694 43,453 4,151 4,148 2 4,151 4,148 2 10,495 9,083 1,412 4,952 4,383 568 189,192 193,497 4,304 30,351 32,101 1,749 5,553 5,553 5,553 5,553 36,677 36,677 116,610 119,165 2,554 879,300 838,158 41,142 87,470 56,389 31,080 771,004 765,009 5,995 602,895 597,622 5,272 161,318 160,647 670 6,791 6,739 52 5,729 3,402 2,326 15,096 13,356 1,739 234,208 236,763 2,555 30,742 32,176 1,434 109,223 109,686 463 51,665 51,732 67 22,015 22,053 38 35,542 35,900 357 29,594 29,623 28 64,648 65,277 628 1. 2 2 2. 40,908 1. 2 2 2. 29,619 1 1 1,669 87 87 2 1 79

233 243 2 2 221 141 786 2 3,050 34 2,435 183 53 53 734 10 623,500 3,625 181,550 335 4444 4444 80

81 1. 60 PI B.V. Inc. Inc. 2441 9 812 25 Daiwa Asset Management (India) Private Limited 2. 1,749 571 456 3. Tier1 4. VaR 5. 6. 243

82 VaR 7. 10 8. VaR VaRVaR VaR 1 2 1 VaR VaR VaRVaR HSHS 10 520 99% 243110 9. RCSA 10.

11. ALM 1 100.1% 2 1 599 1. 812 2. A 9,040 2,474 2,307 3,460 1,638 54 405 227 51 210 50% B 471 C 579 D 348 EABCD 9,742 F 35,545 17,918 8% 10,141 8% 7,487 EF 27.4% 3. 1,050 1. 2. 3. 6 4. 5. 6. 1 7. 8. 0 9. 17 10. 0 11. 114 12. 238 13. 75% 14. 15. 5 16. 1 17. 18. 19. 20. 152 21. 405 22. 23. 6 24. 105 383 1. 2. 1 3. 4. 5. NIFRUF 6. 1 7. 8. 4 9. 10. 11. 122 12. 255 13. 1 14. 1 15. 16. 1,433 83

533 410 107 16 1 278 811 599 599 27.4% 25.4% 1,433 811 599 2,844 4. 130,053 913 49,540 43,034 17,894 18,671 8 66,094 1 61,576 1,578 33 2,905 4 196,146 914 111,117 44,612 17,926 21,577 12 25,682 7,709 486 11,285 6,201 0 118,563 72,183 39,928 417 6,035 1 39,991 227 31,224 4,197 2,754 1,589 11 1,961 687 0 1,274 9,949 3,471 6,478 196,146 914 111,117 44,612 17,926 21,577 12 1 103,588 756 98,608 1,125 117 2,983 13 2,097 1 1,301 794 35 19,960 0 19,557 403 57 28,742 19,557 9,185 7 4,370 1 3,071 1,298 37,389 155 12,509 6,130 18,594 196,146 914 111,117 44,612 17,926 21,577 2 30 372 54 0 0 2 30 10 3 0 0 363 57 0% 15,411 511 14,900 10% 2,213 2,213 20% 18,870 18,671 200 35% 6 6 50% 2,592 2,592 0 75% 100% 11,578 365 11,214 150% 15 2 13 2,410 2,410 53,095 22,140 30,955 84

5. 61,182 47,848 2,793 111,823 6. 4,933 5,977 10,911 17,120 7,925 25,045 2,401 3,269 5,670 3 5 8 391 2,607 2,997 A 24,848 19,782 44,631 B 31,073 CAB 13,557 D 2,727 1,230 1,402 95 CD 10,830 15,862 17,056 7. 1 322 33 1 22 22 345 33 22 2 20% 289 5 20%50% 33 33 1 1 50%100% 1 0 100%350% 350%1250% 22 22 345 33 28 1 3 1 63 0 4 0 0 67 2 3.2% 63 1 3.2% 8% 4 0 8% 18% 18% 52% 52% 100% 0 0 67 1 3 8. VaR 10 99% VaR VaR 35 60 55 85 36 57 23 32 2012120123 2012120123 85

1 99%VaR VaR VaR VaR 14 22 37 39 16 25 9 18 2011420123 20111020123 0 VaR1 VaR VaR 9. 1,182 1,182 717 71 40 25 296 6 10. 11. 1 100.1% 13 2 99 41 86

1. 234124331121,711913.7% 1,335922.6%383277.1%1603634.5% 1 1,171621.4% 199524.3% 5583414.7% 414225.6% 300397.9% 2 490178.9%945310.6%121 675.6%2739718.8% 3 63870.2%13760.0%50110.2% 4 57830.4%229743.6%180862.8%16262.9% 151437.6%1,335922.6% 2. 5,8055665393,8601881281,9448758411 87

233 243 2331 2431 574,647 522,382 120,338 139,215 155,214 140,164 69,604 5,050 63,991 550 5,613 4,500 2,652 17,590 113,841 110,756 111,690 104,959 2,151 5,797 9,472 9,472 8,923 14,172 8,237 4,697 71,691 76,345 9,334 8,857 2,694 3,934 2,806 1,770 162 173 72,397 58,122 4,891 3,541 4,870 3,511 20 29 39,661 30,373 32,774 25,735 6,887 4,638 27,844 24,208 550 525 4,874 4,874 15,317 14,930 394 305 6,190 3,438 7,837 5,723 7,321 5,589 647,044 580,505 233 243 2331 2431 291,844 297,121 2,261 1,297 114 2,146 1,297 14,974 21,567 2,748 1,074 12,225 20,493 111,729 94,243 56,315 53,996 89,000 98,000 6,397 12,111 5,044 7,018 606 3,416 4,203 4,263 1,311 1,207 101,527 88,122 86,500 73,000 13,251 13,732 496 298 1,278 1,090 774 774 774 774 394,146 386,018 252,898 194,487 100,000 100,000 50,010 50,010 50,010 50,010 102,888 44,477 2,430 2,430 100,458 42,047 100,458 42,047 252,898 194,487 647,044 580,505 88

233 2241 23331 243 2341 24331 179,111 172,567 118,885 117,162 53,826 49,017 6,398 6,387 1,375 1,376 177,735 171,191 137,163 133,592 40,571 37,599 816 819 115 91 233 2241 23331 243 2341 24331 41,272 38,327 1,187 63 914 62 272 0 844 5,518 158 3,065 5 4 1,382 676 1,071 41,615 32,871 12,231 15,323 4,916 1,511 24,467 16,036 243 2341 100,000 50,010 2,430 100,458 102,888 252,898 252,898 74,448 74,448 74,448 74,448 16,036 16,036 16,036 16,036 58,411 58,411 58,411 58,411 24331 100,000 50,010 2,430 42,047 44,477 194,487 194,487 233 2241 100,000 50,010 2,430 99,190 101,620 251,630 652 252,283 23,200 23,200 23,200 23,200 24,467 24,467 24,467 24,467 652 652 1,267 1,267 1,267 652 614 23331 100,000 50,010 2,430 100,458 102,888 252,898 252,898 89

233 243 1813 1952 491114 1. 1 2 2. 1 1041 2 5 3. 1 2 3 4 4. 465 175 5. 1 2 6. 18 20 331 21 20331 29 705 1813 1952 491114 1. 1 2 2. 1 1041 2 5 3. 1 2 3 4 4. 465 175 5. 1 2 24 21124 24 21124 90

243 233 1. 1 53,296 14,599 2,793 323 5,581 29,998 2 107,152 95,587 2,186 9,371 6 2. 16,974 3. 255 4. 41 1,011 65,240 5. 1 1 1. 1 29,977 24,835 1,079 901 3,162 2 104,809 93,560 5,731 5,517 2. 16,289 3. 209 4. 80 1,009 86,367 1. 1 2 24 4 251 1,023 45 1. 1 2 20 324 447 40 1. 3,200 2. 3. 1 23,200 2 4. 1 24,448 2 5. 1. 320,000 2. 3. 1 74,448 2 4. 5. 91

233 243 5,392 1,710 3,427 10,529 1,554 8,975 90 8,884 4,908 1,620 4,228 10,757 3,331 7,426 52 7,373 1. 1 2 3 4 1. 1 2 3 4 92

243 233 2. 23331 2 1 120,338 120,338 2 155,214 155,214 3 63,991 63,991 5,613 5,613 4 111,690 111,690 2,151 2,151 5 9,472 9,472 6 8,923 8,923 7 8,237 8,237 8 71,691 71,691 9 9,334 9,334 566,657 566,657 1 114 114 2,146 2,146 2 2,748 2,748 12,225 12,225 3 111,729 111,729 4 56,315 56,315 5 89,000 89,000 6 86,500 86,589 89 360,781 360,870 89 1 14567 9 2 3 8 1 234 5 6 2. 24331 2 1 139,215 139,215 2 140,164 140,164 3 550 550 4,500 4,500 4 17,590 17,590 5 104,959 104,959 5,797 5,797 6 14,172 14,172 7 4,697 4,697 8 76,345 76,345 9 8,857 8,857 516,850 516,850 1 1,297 1,297 2 1,074 1,074 20,493 20,493 3 94,243 94,243 4 53,996 53,996 5 98,000 98,000 6 12,111 12,111 7 7,018 7,018 8 73,000 73,030 30 361,235 361,265 30 1 14567 9 2 3 8 1 23456 7 8 93

233 243 2 15,317 1. : 30,000 1 4 1 100% 52,500 60,000 12 251 20 1 2 14,930 1. 67,500 75,000 12 100% 324 19 1 1 2 1 2 2. : 23,933 649 1 9,018 2 6 9,472 2 8 0 3 22,447 2,763 4 10,153 987 14,226 14,340 39 46 4 2 9,592 1,194 5 12,513 1,141 5 7 57,248 55,800 1,963 2. 12,652 404 1 7,309 2 6 2 6 0 3 20,499 2,380 4 10,079 958 13,826 13,953 39 4 6 4 2 6,864 521 5 12,185 1,168 5 94

243 233 1 2 3 4 5 6 7 8 1 1. 1 79,030,67227 2. 1 7,646,02089 1 2 3 4 5 6 7 1. 1 607,77217 2. 1 50,11544 24151100 1 1. 237292441 1 2441 2 21 20 1226 10 201226 95

233 243 1. 2261 1 : : 2261 2261 2 21 20 1226 10 201226 60,000 1. 2. 1. 1 2 3 2. 550 1 550 2 3 550 75,000 1. 2. 1. 1 2 3 2. 525 1 525 2 3 525 436214352 436214352 96

233 243 23331 24331 11,210,948 12,633,084 487,078 451,725 50,958 30,526 150,000 5,393,684 7,411,826 3,191,114 4,735,366 2,202,569 2,676,459 66,349 80,481 31,681 8,313 667 449 31,013 7,864 4,620,916 4,160,584 4,474,388 4,011,575 146,527 149,009 4,429 708 161,766 217,112 376,935 108,043 6,760 6,322 13,475 8,421 3,086 982 324,916 47,905 1,490 844 52,180 25,041 271,245 22,019 262,608 15,106 84 72 4,787 4,526 4,104 2,626 339 312 11,535,865 12,680,989 233 243 23331 24331 9,800,441 11,144,995 4,098,129 4,994,005 2,292,868 2,648,210 1,805,261 2,345,795 44,338 29,401 184 464 44,153 28,936 2,435,640 4,021,616 1,777,866 2,289,338 657,773 1,732,278 17,990 14,434 174,084 156,515 2,587,200 1,589,213 395,195 275,191 1 27,056 50,071 8,636 9,164 3,021 1,779 230 291 8,916 3,309 1,308,843 1,234,858 917,992 887,647 384,056 341,908 6,536 5,179 73 47 183 76 2.233 1,782 2,233 1,782 11,111,517 12,381,637 425,305 299,910 255,700 255,700 167,421 167,421 2,184 123,210 957 557 957 557 424,347 299,352 11,535,865 12,680,989 97

233 2241 23331 243 2341 24331 113,013 88,862 49,901 33,390 30,220 29,584 22,351 17,128 52,572 46,713 32,891 25,886 25,846 25,478 87,167 63,383 142,773 107,699 50,171 32,410 26,081 21,223 12,770 10,354 29,526 22,620 18,338 18,077 2,043 1,668 3,841 1,345 55,606 44,316 233 2241 23331 243 2341 24331 36,392 3,720 36,392 3,720 1,833 1,462 1,833 1,462 21,046 42,057 2,413 475 1,816 25 596 450 2,208 83,743 449 4,220 64,404 13,500 1,759 105 1,443 69 20,842 125,325 47 70 20,890 125,395 98