National Net Notional Exposures

Sheet2_2 Reference Entity

REPUBLIC OF ITALY  KINGDOM OF SPAIN  FEDERATIVE REPUBLIC OF BRAZIL  FEDERAL REPUBLIC OF GERMANY  RUSSIAN FEDERATION  HELLENIC REPUBLIC  REPUBLIC OF TURKEY  REPUBLIC OF KOREA  FRENCH REPUBLIC  REPUBLIC OF PORTUGAL  REPUBLIC OF AUSTRIA  UNITED MEXICAN STATES  REPUBLIC OF HUNGARY  KINGDOM OF BELGIUM  REPUBLIC OF THE PHILIPPINES  ARGENTINE REPUBLIC  UKRAINE  REPUBLIC OF SOUTH AFRICA  UNITED KINGDOM BOLIVARIAN REPUBLIC OF VENEZUELA  REPUBLIC OF KAZAKHSTAN  REPUBLIC OF COLOMBIA  REPUBLIC OF INDONESIA  REPUBLIC OF PERU  REPUBLIC OF POLAND  PEOPLE'S REPUBLIC OF CHINA  COMMONWEALTH BANK OF  AUSTRALIA  REPUBLIC OF BULGARIA  KINGDOM OF DENMARK  UNITED STATES OF AMERICA  REPUBLIC OF FINLAND  REPUBLIC OF ICELAND  KINGDOM OF THE NETHERLANDS  KINGDOM OF SWEDEN  KINGDOM OF THAILAND  REPUBLIC OF LATVIA  SLOVAK REPUBLIC  CZECH REPUBLIC  GOVERNMENT OF DUBAI  REPUBLIC OF LITHUANIA 

Gross Notional

148,617,213,985 61,362,202,916 147,282,298,727 37,704,802,794 110,068,180,097 34,412,341,491 188,628,684,750 49,254,188,100 21,294,685,660 24,272,147,229 15,107,279,147 74,941,756,398 32,763,644,099 12,370,019,800 66,218,347,379 54,898,977,416 65,535,296,951 31,489,780,165 12,130,975,680 50,229,525,972 23,182,954,247 30,514,869,250 30,459,955,229 19,660,717,899 16,450,839,456 18,734,303,665 7,441,962,239 15,755,279,062 4,158,419,764 4,759,492,270 3,696,135,200 8,808,204,575 4,473,401,700 5,238,151,800 16,449,099,545 6,281,734,552 5,346,498,565 4,667,167,370 3,179,591,900 3,216,066,342

Net Notional

22,649,907,205 16,648,584,672 12,255,197,772 11,403,082,500 8,306,875,852 8,237,191,129 7,594,668,113 6,744,798,925 6,216,782,766 6,046,724,719 4,916,504,867 4,911,334,683 4,696,928,687 4,526,066,958 3,571,458,070 3,331,384,736 3,295,731,027 3,183,587,505 2,989,677,250 2,967,065,288 2,906,828,553 2,615,064,018 2,570,059,441 2,490,186,576 2,465,671,744 1,928,055,965 1,885,659,205 1,841,107,282 1,666,528,684 1,612,848,780 1,611,382,600 1,583,122,078 1,537,112,700 1,377,788,500 1,352,841,784 1,241,143,116 1,213,768,125 1,079,257,295 1,049,005,200 901,722,982

Number of Contracts

3,253 1,899 11,664 749 7,651 1,069 14,093 4,330 509 767 524 6,387 3,014 383 8,007 5,535 6,023 3,573 381 5,127 2,149 3,346 3,959 2,175 1,516 1,667 744 1,514 169 129 90 1,209 118 174 2,004 822 425 382 281 411

STATE BANK OF INDIA 

7,303,219,639

881,567,844

1,026

REPUBLIC OF CROATIA 

4,119,321,657

834,002,417

557

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Sheet2_2 REPUBLIC OF PANAMA 

6,554,952,966

825,103,499

903

REPUBLIC OF ECUADOR 

5,800,607,000

781,248,000

667

SOCIALIST REPUBLIC OF VIETNAM 

5,967,756,774

759,053,506

860

KINGDOM OF NORWAY 

2,152,552,000

736,263,000

48

REPUBLIC OF CHILE 

2,876,548,199

719,398,969

299

REPUBLIC OF ESTONIA 

2,177,002,324

677,904,770

287

STATE OF ISRAEL 

5,092,130,271

655,928,554

539

STATE OF QATAR 

3,911,018,178

529,723,610

404

1,517,012,302,394

186,822,901,521

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