000. Cover Sheet

BASEL II AND GENERAL PRUDENTIAL RETURNS DECLARATION SHEET

Template Release Version 1.6

A. FILING INFORMATION

Institution NameLicence NumberStatusQuarter End #VALUE!Fiscal Year EndTypeName of Person Authorising ReturnsPosition

B. CREDIT RISK DECLARATION

Methodology selected for Counterparty Credit Risk

C. OPERATIONAL RISK DECLARATION

Methodology selected for Operational Risk

D. MARKET RISK DECLARATION

Trading BookMethodology selected for Interest Rate RiskMethodology selected for CommoditiesMethodology selected for Options

D.1 Interest Rate Risk - Selection of Currencies

Currency 1

D.2 Equity Position Risk - Selection of Markets

Market 1

D.3 Commodity Risk - Selection of Commodities

Commodity 1

D.4 Foreign Exchange Risk - Selection of Currencies

Gold (oz.) XAU #N/A

Currency 1

Methodology selected for Credit Risk Mitigation in the Banking Book

000. Cover Sheet

000. Cover Sheet

000. Cover Sheet

002. Capital Constituents

CAPITAL CONSTITUENTSAmounts in US dollars to the nearest thousand, omitting $000sA. Tier 1 Capital

Paid up capitalDisclosed reserves

Share premiumRetained earningsCurrent year's earnings (audited)General reservesForeign currency translation adjustment

Paid-up perpetual non-cumulative preference sharesEligible innovative instrumentsMinority interest Other Tier 1 Capital

Total Tier 1 Capital A

B. Deductions from Tier 1 CapitalGoodwillIntangible assetsIncrease in equity capital resulting from a securitisation exposure 50/50 pro rata basis deductionUnrealised Losses on AFS Equity SecuritiesOther Tier 1 Deductions

Total Deductions from Tier 1 Capital BNet Tier 1 Capital C= A-B

C. Tier 2 CapitalPerpetual cumulative preference sharesPerpetual cumulative subordinated debtExcess on innovative instrumentsGeneral provisions

Unrealised gains on long term holdings of equity securitiesInvestments in significant investments/joint ventures/subsidiaries

Other upper tier 2 instrumentsTotal Upper Tier 2 Instruments D

Term subordinated debtLimited life preference sharesOther lower tier 2 instrumentsTotal Lower Tier 2 Instruments ETotal Tier 2 Instruments F=D+E

D. Deductions from Tier 2 Capital50/50 pro rata basis deductionOther tier 2 deductions

Total Deductions from Tier 2 Capital G

Net Tier 2 Capital H=F-G

Total Net Tier 1 and Net Tier 2 Capital I=C+H

Asset revaluation reserves*1

002. Capital Constituents

CAPITAL CONSTITUENTSAmounts in US dollars to the nearest thousand, omitting $000s

Fully paid, unsecured subordinated debt J

Available Capital Base K=I+J

F. Deductions from Tier 1 and Tier 2 capital (50/50 pro rata basis)Off-balance sheet itemsSecurities financing transactionsUnsettled non-DvP transactionsInvestments in unconsolidated banking and financial subsidiariesSignificant minority interests in other financial institutionsReciprocal holdings of other banks' capitalInvestments in other banks that exceed the 20% thresholdInvestments in commercial entities that exceed respective thresholdAll deductions relating to securitisationsOther

Total Deductions from Tier 1 and Tier 2 Capital

E. Tier 3 capital*2

*1 Is relevant to those banks whose balance sheets traditionally include very substantial amounts of equities held in their portfolio at historic cost.

*2 The eligibility of Tier 3 capital is based on the market risk capital requirement. The calculation for the eligibility of Tier 3 capital is shown in Capital Ratios

003. RWA

RISK WEIGHTED ASSETSAmounts in US dollars to the nearest thousand, omitting $000s

A. CREDIT RISK Capital Requirements RWA

TOTAL BALANCE SHEET ITEMSOff-Balance Sheet ItemsCounterparty Credit RiskUnsettled TransactionsSecuritisationsTOTAL CREDIT RISK

B. OPERATIONAL RISK Basic Indicator Approach

Standardised Approach

Alternative Standardised Approach

TOTAL OPERATIONAL RISK

C. MARKET RISKFX & GoldCommodities

Interest Rate Risk Maturity Method

Interest Rate Risk Duration Method

Equities

Correlation Trading Portfolio

TOTAL MARKET RISK

TOTAL RWA

A. Cash ItemsB. Claims on SovereignsC. Claims on Non Central Government Public Sector Entities (PSEs)D. Claims on Multilateral Development Banks (MDBs)E. Claims on Banks and Security FirmsF. Claims on Corporates and Security FirmsG. Claims on Short Term Issue SpecificH. Claims on Retail PortfolioI. Claims secured by Residential PropertyJ. Claims secured by Commercial Real EstateK. Claims secured on Higher Risk Categories & Other AssetsL. Past Due Exposures

004. CR-On Balance Sheet

CREDIT RISK - STANDARDISED APPROACH BALANCE SHEET ITEMSAmounts in US dollars to the nearest thousand, omitting $000s

A. Cash Items

Risk Weights

(a) (b) ( c) = (a*b)

Cash and Cash Equivalents 0.0%Gold Bullion 0.0%Receivable Funds from DvP Transactions 0.0%Cheques and Other Items in Process of Collection 20.0%Sub-total

Before CRM CRM Adjustments

Gross Exposure After CRM Risk Weight Risk Weighted Assets

(d) (e) (f) (g) (h) (i) = (e+f+g+h) (j) (k) = (i*j) B. Claims on Sovereigns

Risk Weights

AAA to AA- / Aaa to Aa3 0.0% 0%A+ to A- / A1 to A3 20.0% 20%BBB+ to BBB- / Baa1 to Baa3 50.0% 50%BB+ to BB- / Ba1 to Ba3 100.0% 100%B+ to B-/B1 to B3 100.0% 100%Below B- / Below B3 150.0% 150%Unrated exposures 100.0% 100%Sub-total Sum to zero Sum to zero

C. Claims on Non Central Government Public Sector Entities (PSEs)

Risk Weights

AAA to AA- / Aaa to Aa3 20.0% 20%A+ to A- / A1 to A3 50.0% 50%BBB+ to BBB- / Baa1 to Baa3 100.0% 100%BB+ to BB- / Ba1 to Ba3 100.0% 100%B+ to B-/B1 to B3 100.0% 100%Below B- / Below B3 150.0% 150%Unrated exposures 100.0% 100%PSEs eligible for 0% risk weight 0.0% 0%Sub-total Sum to zero Sum to zero

D. Claims on Multilateral Development Banks (MDBs)

Risk Weights

AAA to AA- / Aaa to Aa3 20.0% 20%A+ to A- / A1 to A3 50.0% 50%BBB+ to BBB- / Baa1 to Baa3 50.0% 50%BB+ to BB- / Ba1 to Ba3 100.0% 100%B+ to B-/B1 to B3 100.0% 100%Below B- / Below B3 150.0% 150%Unrated exposures 50.0% 50%MDBs eligible for 0% risk weight 0.0% 0%Sub-total Sum to zero Sum to zero

Notional or Principal Amount Risk Weighted Assets

Exposures Net of Specific Provisions

Redistribution of Net Exposures for

Guarantees and Credit Derivatives

Redistribution of Net Exposure for Collateral

(Simple Approach)

Adjustments to Net Exposure for Collateral

(Comprehensive Approach)

Sovereigns Ratings issued by Standard & Poors and Fitch Ratings / Moodys Investors Service

PSEs Ratings issued by Standard & Poors and Fitch Ratings / Moodys Investors Service

MDBs Ratings issued by Standard & Poors and Fitch Ratings / Moodys Investors Service

004. CR-On Balance Sheet

CREDIT RISK - STANDARDISED APPROACH BALANCE SHEET ITEMSAmounts in US dollars to the nearest thousand, omitting $000s

E. Claims on Banks and Security Firms*

Risk Weights

0%AAA to AA- / Aaa to Aa3 20.0% 20%A+ to A- / A1 to A3 50.0% 50%BBB+ to BBB- / Baa1 to Baa3 50.0% 50%BB+ to BB- / Ba1 to Ba3 100.0% 100%B+ to B-/B1 to B3 100.0% 100%Below B- / Below B3 150.0% 150%Unrated exposures 50.0% 50%Sub-total Sum to zero Sum to zero

E 1. Short Term Claims

Risk Weights

0%AAA to AA- / Aaa to Aa3 20.0% 20%A+ to A- / A1 to A3 20.0% 20%BBB+ to BBB- / Baa1 to Baa3 20.0% 20%BB+ to BB- / Ba1 to Ba3 50.0% 50%B+ to B-/B1 to B3 50.0% 50%

100%Below B- / Below B- 150.0% 150%Unrated exposures 20.0% 20%Sub-total Sum to zero Sum to zero

Total Claims on Banks and Security Firms

F. Claims on Corporates and Security Firms*

Risk Weights

0%AAA to AA- / Aaa to Aa3 20% 20%A+ to A- / A1 to A3 50% 50%BBB+ to BBB- / Baa1 to Baa3 100% 100%BB+ to BB- / Ba1 to Ba3 100% 100%B+ to B-/B1 to B3 150% 150%Below B- / Below B3 150% 150%Unrated exposures 100% 100%All exposures rated at 100% 100% 100%Sub-total Sum to zero Sum to zero

G Short Term Issue Specific

Risk Weights

0%A-1 / F-1 / P-1 20% 20%A-2 / F-2 / P-2 50% 50%A-3 / F-3 / P-3 100% 100%Others 150% 150%Sub-total Sum to zero Sum to zero

H. Claims on Retail Portfolio

Rated exposure0%20%50%

Risk Weight 75% 75% Risk Weight 100% 100%

150%Sub-total Sum to zero Sum to zero

I. Claims secured by Residential Property

Rated exposure0%20%

Risk Weight 35% 35% Risk Weight 50% 50% Risk Weight 75% 75%

100%Sub-total Sum to zero Sum to zero

Banks and Security Firms Ratings issued by Standard & Poors and Fitch Ratings / Moodys

Investors Service

Short Term Ratings issued by Standard & Poors and Fitch Ratings / Moodys Investors Service

Corporates and Security Firms Ratings issued by Standard & Poors and Fitch Ratings / Moodys

Investors Service

Short Term issue Specific Ratings issued by Standard & Poors / Fitch Ratings / Moodys

Investors Service

004. CR-On Balance Sheet

CREDIT RISK - STANDARDISED APPROACH BALANCE SHEET ITEMSAmounts in US dollars to the nearest thousand, omitting $000s

J. Claims secured by Commercial Real Estate

Rated exposure0%20%50%

Risk Weight 100% 100%150%

Sub-total Sum to zero Sum to zero

K. Claims on Higher Risk Assets & Other Assets

Rated exposure Risk Weight 0% 0% Risk Weight 20% 20%

50% Risk Weight 100% 100% Risk Weight 150% 150%Sub-total Sum to zero Sum to zero

L. Past Due Loans

Excluding Residential Mortgages Risk Weight 0% 0% Risk Weight 20% 20% Risk Weight 35% 35% Risk Weight 50% 50% Risk Weight 75% 75% Risk Weight 100% 100% Risk Weight 150% 150%Sub-total Sum to zero Sum to zero

Residential Mortgages Risk Weight 100% 100%Sub-total Sum to zero Sum to zero

Total Claims on Past Due Exposures

Total

*Claims on securities firms may be treated as claims on banks provided these firms are subject to supervisory and regulatory arrangements comparable to those under the Basel II Framework. In particular, risk-based capital requirements. That is, capital requirements that are comparable to those applied to banks in the Basel II Framework. This is where the meaning of the word “comparable” is that the securities firm (but not necessarily its parent) is subject to consolidated regulation and supervision with respect to any downstream affiliates. Otherwise such claims would follow the rules for claims on corporates.

DRAFT

010. MR-Data IRR

DATA FOR INTEREST RATE RISKAmounts in US dollars to the nearest thousand, omitting $000s

A. LONG POSITIONS IN FIXED AND FLOATING RATE DEBT SECURITIES

ISIN / CUSIP Code Category Coupon Type Issuer Issuer's Country Currency Coupon Rate/Discount Reference Rate Payment Interval Modified Duration Purchase Price Spot Price Yield to maturity Source Number of Positions Market Value Market Value in USD Embedded Options Custodian Risk Ratings

Long Long Long Rating

B. SHORT POSITIONS IN FIXED AND FLOATING RATE DEBT SECURITIES

ISIN / CUSIP Code Category Coupon Type Issuer Issuer's Country Currency Coupon Rate/Discount Reference rate Payment Interval Modified Duration Short Sale Price Spot Price Yield to maturity Source Number of Positions Market Value Market Value in USD Embedded Options Risk Ratings Short Short Short Rating Rating Agency

C. FORWARDS AND FUTURES ON DEBT SECURITIES

Details on Futures / Forwards Details on Debt Securities

Position Counterparty Contract Price ISIN / CUSIP Code Category Coupon Type Issuer Issuer's Country Currency Coupon Rate/Discount Reference Rate Payment Interval Modified Duration Spot Price Yield to maturity Source Number of Positions Market Value Market Value in USD

D. FORWARD RATE AGREEMENTS

Position Long Notional Position Short Notional Position Currency FRA Contract Rate Reference rate Counterparty Gains or Losses

E. INTEREST RATE FUTURES

Position Long Notional Position Short Notional Position Currency Contract Rate Reference rate Type / Underlying Gains or Losses

F. INTEREST RATE SWAPS AND CROSS CURRENCY SWAPS

Repricing CounterpartyPaying Leg Receiving Leg

Gains or LossesCoupon Type Interest Rate Reference Rate Currency Notional Notional in USD Modified Duration Coupon Type Interest Rate Reference Rate Currency Notional Notional in USD Modified Duration

G. OPTIONS

G.1. Simplified Approach

Position in Option ISIN / CUSIP Code Category Issuer Currency Market Value of UnderlyingNotional Specific Risk Charge

Source Counterparty Option Type Strike Price Premium Market Value of the Option Cash Position Capital Requirement% Charge Charge

G.2. Delta-Plus Method

Position in Option ISIN / CUSIP Code Issuer Position of Underlying Currency of Underlying Market Value of Underlying Delta

Specific Risk General Market Risk

Source Counterparty Gamma VU Gamma Impact Vega Vega ImpactCategory Rating Modified Duration

H. OTHER EXPOSURES CONTRIBUTING TO THE CALCULATION OF INTEREST RATE RISK

Description Position Currency Market Value in USD

Specific Risk General Market Risk

NotesCategory Rating Modified Duration

Maturity Date (dd/mm/yyyy)

Next Coupon Date (dd/mm/yyyy)

Last Trade Date (dd/mm/yyyy)

Maturity Date (dd/mm/yyyy)

Next Coupon Date (dd/mm/yyyy)

Buy Back Date dd/mm/yy

Future / Forward Maturity Date (dd/mm/yyyy)

Modified Duration of the Future/Forward

Maturity Date (dd/mm/yyyy)

Next Coupon Date (dd/mm/yyyy)

Long Notional Position in USD

Modified Duration of Long Notional Position

Short Notional Position in USD

Modified Duration of Short Notional Position

Settlement Date (dd/mm/yyyy)

Maturity Date* (dd/mm/yyyy)

Long Notional Position in USD

Modified Duration of Long Notional Position

Short Notional Position in USD

Modified Duration of Short Notional Position

Expiry Date (dd/mm/yyyy)

Maturity Date** (dd/mm/yyyy)

Next Reset Date (dd/mm/yyyy)

Maturity Date (dd/mm/yyyy)

Market Value of Underlying in USD

Notional General Market Risk Charge

Amount the Option is in the Money

Market Value of Underlying in USD

Delta Adjusted Market Value (USD) Residual Term to Final

MaturityMaturity Time-Band: Coupon < 3%

(or >=3%)

Residual Term to Final Maturity

Maturity Time-Band: Coupon < 3%

(or >=3%)

The 'Maturity Date' for FRA's is the settlement date added to the maturity of the underlyingThe 'Maturity Date' for Interest Rate Futures is the expiry date added to the maturity of the underlying

DRAFT

010. MR-Data IRR

Risk Ratings

Rating Agency

Details on Debt Securities

Embedded Options Risk Ratings Rating Agency

DRAFT

011. MR-Data Equity

DATA FOR EQUITY RISKAmounts in US dollars to the nearest thousand, omitting $000s

A. LONG POSITIONS IN EQUITIES

ISIN / CUSIP Code Issuer Market Currency Price per Share / Unit Market Value Market Value in USD Source Custodian Specific Risk Charge

% Charge Charge

B. SHORT POSITIONS IN EQUITIES

ISIN / CUSIP Code Issuer Market Currency Price per Share / Unit Market Value Market Value in USD Source Specific Risk Charge

% Charge Charge

C. FUTURES AND FORWARDS

Details on Futures / Forwards Details on Equities

Position Counterparty Contract Price ISIN / CUSIP Code Issuer Market Currency Price per Share / Unit Market Value Market Value in USD Source Specific Risk

% Charge Charge

D. EQUITY SWAPS

Repricing Counterparty

Paying Leg Receiving Leg

ISIN / CUSIP Code Issuer Market Currency Price per Share / Unit Market Value Market Value in USD Source Specific Risk

ISIN / CUSIP Code Issuer Market Currency Price per Share / Unit Market Value Market Value in USD Source % Charge Charge

E. EQUITY OPTIONS

E.1. Simplified Approach

Position in OptionNotional

Initial Date (dd/mm/yyyy) Counterparty Option Type Strike Price Premium Cash Position Capital RequirementISIN / CUSIP Code Type of Equity Security Issuer Market Currency Spot Price per Unit Number of Shares / Units Market Value Market Value in USD Source

Specific Risk Charge

% Charge Charge

E.2. Delta-Plus Method

Position in Option ISIN / CUSIP Code Type of Equity Security Issuer Position of Underlying Market Currency DeltaSpecific Risk Charge

Source Counterparty Gamma VU Gamma Impact Vega Vega Impact% Charge Charge

F. OTHER EXPOSURES CONTRIBUTING TO THE CALCULATION OF EQUITY POSITION RISK

Description Position National Market Market Value in USDSpecific Risk

Notes% Charge Charge

Type of Equity Security

Last Acquisition Date (dd/mm/yyyy)

Number of Shares / Units

General Market Risk Charge

Type of Equity Security

Last Transaction Date (dd/mm/yyyy)

Number of Shares / Units

General Market Risk Charge

Future / Forward Maturity Date (dd/mm/yyyy)

Type of Equity Security

Number of Shares / Units

General Market Risk Charge

Next Reset Date (dd/mm/yyyy)

Maturity Date (dd/mm/yyyy) Type of Equity

Security Number of Shares /

UnitsGeneral Market Risk

ChargeType of Equity

Security Number of Shares /

Units

Maturity Date (dd/mm/yyyy)

Amount the Option is in the Money Market Value of the OptionGeneral Market Risk

Charge

Market Value of Underlying

Market Value of Underlying in USD

Delta Adjusted Market Value (USD)

General Market Risk Charge

General Market Risk Charge

DRAFT

011. MR-Data Equity

Receiving LegSpecific Risk

% Charge ChargeGeneral Market Risk

Charge

012. MR-Data Comm

DATA FOR COMMODITY RISKAmounts in US dollars to the nearest thousand, omitting $000s

A. LONG POSITIONS IN COMMODITIES

Commodity Number of Units Price per Unit in USD Market Value in USD Source

B. SHORT POSITIONS IN COMMODITIES

Commodity Number of Units Price per Unit in USD Market Value in USD Source

C. FUTURES AND FORWARDS

Details on Futures / Forwards Details on Commodities

Position Counterparty Contract Price Commodity Number of Units Price per Unit in USD Market Value in USD Source

D. COMMODITY SWAPS

Repricing Counterparty

Paying Leg Receiving Leg

Commodity Number of Units Price per Unit in USD Market Value in USD Source Commodity Number of Units Price per Unit in USD

E. COMMODITIES OPTIONS

E.1. Simplified Approach

PositionNotional

Source Counterparty Option Type Strike Price Premium Market Value of the OptionCommodity Number of Units Price per Unit in USD Market Value in USD

E.2. Delta-Plus Approach

Position in Option Position of Underlying Commodity Delta Source Counterparty Gamma VU Gamma Impact Vega Vega Impact

Standard Unit of Measurement

Last Acquisition Date (dd/mm/yyyy)

Standard Unit of Measurement

Last Acquisition Date (dd/mm/yyyy)

Future / Forward Maturity Date (dd/mm/yyyy)

Standard Unit of Measurement

Last Acquisition Date (dd/mm/yyyy)

Next Reset Date (dd/mm/yyyy)

Maturity Date (dd/mm/yyyy) Standard Unit of

MeasurementStandard Unit of

Measurement

Amount the Option is in the MoneyStandard Unit of

MeasurementGeneral Market Risk

Charge

Market Value of Underlying in USD

Delta Adjusted Market Value (USD)

Maturity Ladder Time-band

012. MR-Data Comm

Receiving Leg

Market Value in USD Source

Cash Position Capital Requirement

DRAFT

013. MR-IRR Maturity Result

RESULTS FOR INTEREST RATE RISKMATURITY METHODAmounts in US dollars to the nearest thousand, omitting $000s

A. Specific Risk

Categories External Credit AssessmentSpecific Risk

Weighting Factors

Government

AAA to AA- 0.00%0.25% 0 ≤ 6 months

A+ to BBB- 1.00% > 6 ≤ 24 months1.60% > 24 months

BB+ to B- 8.00%Below B- 12.00%Unrated 8.00%

Qualifying0.25% 0 ≤ 6 months1.00% > 6 ≤ 24 months1.60% > 24 months

OtherBB+ to BB- 8.00%Below BB- 12.00%Unrated 8.00%

Total

B. General Market Risk

0

Zone Bands Individual Net Positions Weighting Factors Weighted Net Positions Netted Positions

Coupon 3% or more Coupon less than 3% Long Short Long Short Matched Long Short

Zone

1 0 ≤ 1 month 0 ≤ 1 month 0.00%> 1 ≤ 3 months > 1 ≤ 3 months 0.20%> 3 ≤ 6 months > 3 ≤ 6 months 0.40%> 6 ≤ 12 months > 6 ≤ 12 months 0.70%

Zone

2 > 1.0 ≤ 2.0 years > 1.0 ≤ 1.9 years 1.25%> 2.0 ≤ 3.0 years > 1.9 ≤ 2.8 years 1.75%> 3.0 ≤ 4.0 years > 2.8 ≤ 3.6 years 2.25%

Zone

3

> 4.0 ≤ 5.0 years > 3.6 ≤ 4.3 years 2.75%> 5.0 ≤ 7.0 years > 4.3 ≤ 5.7 years 3.25%

> 7.0 ≤ 10.0 years > 5.7 ≤ 7.3 years 3.75%> 10.0 ≤ 15.0 years > 7.3 ≤ 9.3 years 4.50%> 15.0 ≤ 20.0 years > 9.3 ≤ 10.6 years 5.25%

> 20.0 years > 10.6 ≤ 12.0 years 6.00%> 12.0 ≤ 20.0 years 8.00%

> 20.0 years 12.50%

a b c

Calculation of General Market Risk

1 Net long or short position in the trading book (ABS (A-B))d

2 Vertical Disallowance Weights10%

e3 First Round of Horizontal Offsetting

Zones WeightsIn Zone 1 40%In Zone 2 30%In Zone 3 30%

First Round of Horizontal Offsettingf

4 Second Round of Horizontal Offsetting

Zones Long ShortUnmatched Position Zone 1Unmatched Position Zone 2Unmatched Position Zone 3

Zones WeightsBetween zones 1&2 and 2&3 40%Between zones 1 & 3 100%Second Round of Horizontal Offsetting

g

5 Total Capital Requirement (d+e+f+g)

Total General Market Risk Capital Requirement Across All Currencies

C. Options - Simplified Approach D. Options -Delta-Plus Approach E. Options - Scenario Approach Gamma and Vega Impacts

Currencies Options - Simplified Approach Currencies Gamma Impact Vega Impact Currencies

0 0 0Total Total Total

F. Total Market Risk Capital Requirement

Market Value in USD

Specific Risk Capital ChargeResidual Term to

Final Maturity

Positions Matched by Bands

Residual Unmatched Positions

Positions Matched by Bands

Disallowance Charge

Matched Weighted Positions

Disallowance Charge

Matched Weighted Positions

Disallowance Charge

Options - Scenario Approach

DRAFT

014. MR-IRR Duration Result

RESULTS FOR INTEREST RATE RISKDURATION METHODAmounts in US dollars to the nearest thousand, omitting $000s

A. Specific Risk

Categories External Credit AssessmentSpecific Risk

Weighting factors

Government

AAA to AA- 0.00%0.25% 0 ≤ 6 months

A+ to BBB- 1.00% > 6 ≤ 24 months1.60% > 24 months

BB+ to B- 8.00%Below B- 12.00%Unrated 8.00%

Qualifying0.25% 0 ≤ 6 months1.00% > 6 ≤ 24 months1.60% > 24 months

OtherBB+ to BB- 8.00%Below BB- 12.00%Unrated 8.00%

Total

B. General Market Risk

0

Zone Bands Net Positions * Modified Duration Weighted Net Positions Netted Positions

Long Short Long Short Matched Long Short

Zone

1 0 ≤ 1 month 1.00%> 1 ≤ 3 months 1.00%> 3 ≤ 6 months 1.00%> 6 ≤ 12 months 1.00%

Zone

2 > 1.0 ≤ 1.9 years 0.90%> 1.9 ≤ 2.8 years 0.80%> 2.8 ≤ 3.6 years 0.75%

Zone

3

> 3.6 ≤ 4.3 years 0.75%> 4.3 ≤ 5.7 years 0.70%> 5.7 ≤ 7.3 years 0.65%> 7.3 ≤ 9.3 years 0.60%

> 9.3 ≤ 10.6 years 0.60%> 10.6 ≤ 12.0 years 0.60%> 12.0 ≤ 20.0 years 0.60%

> 20.0 years 0.60%

a b c

Calculation of General Market Risk

1 Net long or short position in the trading book (ABS (A-B))d

2 Vertical Disallowance Weights

5%e

3 First Round of Horizontal Offsetting

Zones Weights

In Zone 1 40%In Zone 2 30%In Zone 3 30%

First Round of Horizontal Offsettingf

4 Second Round of Horizontal Offsetting

Zones Long ShortUnmatched Position Zone 1Unmatched Position Zone 2Unmatched Position Zone 3

Zones Weights

Between zones 1&2 and 2&3 40%Between zones 1 & 3 100%Second Round of Horizontal Offsetting

g

5 Total Capital Requirement (d+e+f+g)

Total General Market Risk Capital Requirement Across All Currencies

C. Options - Simplified Approach D. Options -Delta-Plus Approach E. Options - Scenario Approach Gamma and Vega Impacts

Currencies Options - Simplified Approach Currencies Gamma Impact Vega Impact Currencies

0 0 0Total Total Total

F. Total Market Risk Capital Requirement

Market Value in USD

Specific Risk Capital ChargeResidual Term to

Final Maturity

Assumed change in yield

Positions Matched by Bands

Residual Unmatched Positions

Positions Matched by Bands

Disallowance Charge

Matched Weighted Positions

Disallowance Charge

Matched Weighted Positions

Disallowance Charge

Options - Scenario Approach

DRAFT

015. MR-Equity Result

RESULTS FOR EQUITY POSITION RISKAmounts in US dollars to the nearest thousand, omitting $000s

A. Specific Risk

National MarketLong Positions Short Positions

Capital RequirementSpot Position Forwards and Futures Swaps Other Total Spot Position Forwards and Futures Swaps Other Total

0Total

B. General Market Risk

National MarketLong Positions Short Positions

Capital RequirementSpot Position Forwards and Futures Swaps Other Total Spot Position Forwards and Futures Swaps Other Total

0Total

C. Options - Simplified Approach D. Options -Delta-Plus Approach E. Options - Scenario Approach Gamma and Vega Impacts

National Market National Market Gamma Impact Vega Impact National Market

0 0 0Total Total Total

F. Total Market Risk Capital Requirement for Equity Position Risk

Options - Delta Adjusted Positions (1)

Options - Delta Adjusted Positions (1)

Options - Delta Adjusted Positions (1)

Options - Delta Adjusted Positions (1)

Options - Simplified Approach

Options - Scenario Approach

016. MR-Commodities Results

RESULTS FOR COMMODITY RISKAmounts in US dollars to the nearest thousand, omitting $000s

A. Summary of Positions

CommoditiesLong Positions Short Positions

Spot Position Forwards and Futures Swaps Other Total Spot Position Forwards and Futures Swaps Other Total

0Total

B. Simplified Approach

Commodities Long position Short Position Absolute Net Open Positions Risk Charge for Net Positions

0 15% 3%Total

C. Maturity Ladder Approach

0

Time-bandsPositions

Matched PositionsCarry-Forwards Carry-Forwards Matched Against Later Time-bands

Long Short Long Short > 1 ≤ 3 months > 3 ≤ 6 months > 6 ≤ 12 months > 1 ≤ 2 years > 2 ≤ 3 years over 3 years0 ≤ 1 month

> 1 ≤ 3 months> 3 ≤ 6 months

> 6 ≤ 12 months> 1 ≤ 2 years> 2 ≤ 3 yearsover 3 years

Total

Total Capital Requirement Across All Commodities

D. Options - Simplified Approach E. Options -Delta-Plus Approach F. Options - Scenario Approach Gamma and Vega Impacts

Commodity Commodity Gamma Impact Vega Impact Commodity

0 0 0Total Total Total

G. Total Market Risk Capital Requirement for Commodity Risk

Options - Delta Adjusted Positions (1)

Options - Delta Adjusted Positions (1)

Risk Charge for Net Positions

Capital Requirement for Net Positions

Absolute Gross Position (B)

Capital Requirement for Gross Positions

Market Risk Capital Requirement

Surcharge for Carrying Forward

Options - Simplified Approach

Options - Scenario Approach

016. MR-Commodities Results

0

Total Matched Positions Spread RateRemaining Unmatched Positions

Total Capital Requirement Long Short

1.50%1.50%1.50%

1.50%1.50%1.50%1.50%

Capital Requirement for Matched Positions

Capital Requirement for Unmatched Positions

017. MR-FX Result

RESULTS FOR FOREIGN EXCHANGE RISKAmounts in US dollars to the nearest thousand, omitting $000s

A. Summary of Positions

Gold 0Long Short Long Short

Spot PositionForward PositionGuaranteesFuture Income / ExpensesProfit or Losses in Foreign CurrenciesDelta Based Equivalent PositionOtherTotalNet Long or Short Position

B. Capital Charge Calculation

Net Open Position in GoldTotal

Risk Charge 8%

Capital Requirement

C. Options - Simplified Approach D. Options -Delta-Plus Approach E. Options - Scenario Approach Gamma and Vega Impacts

Currencies Currencies Gamma Impact Vega Impact Currencies

Gold Gold Gold0 0 0Total Total Total

F. Total General Market Risk Capital Requirement for Foreign Exchange Risk

Sum of Net Long Positions in Foreign CurrenciesSum of Net Short Positions in Foreign CurrenciesHigher of aggregate net short/long open positions

Options - Simplified Approach

Options - Scenario Approach

050. QPR-Statement of Fin Pos

QPR-STATEMENT OF FINANCIAL POSITIONAmounts in US dollars to the nearest thousand, omitting $000s

ASSETS

1 CASH ITEMS Resident Non-Resident % of Legal Entity Section Total 1.1 Cash1.2 Gold and bullion1.3 Cash items in process of collection1.4 Deposit balances with and CDs issued by banking institutions: - -

1.4.1 Group Bank - Parent, Branch, Subsidiary or Affiliate1.4.2 Group non-bank entities1.4.3 Other Banks

1.5 Due from financial institutions1.6 TOTAL - - -

2 FINANCIAL ASSETS AT FAIR VALUE THROUGH PROFIT AND LOSS Resident Non-Resident % of Legal Entity Section Total 2.1 Sovereigns and Central Banks2.2 Non Central Government Public Sector Entities (PSEs)2.3 Multilateral Development Banks (MDBs)2.4 Group Bank - Parent, Branch, Subsidiary or Affiliate2.5 Group non-bank entities2.6 Other Banks2.7 Non-Financial Corporations -Industrial & commercial private sector2.8 Other Financial Corporations - Financial intermediaries & auxiliaries2.9 Other Financial Corporations - Securities Firms2.10 TOTAL - - -

3 INVESTMENTS - Held-to-Maturity Resident Non-Resident % of Legal Entity Section Total 3.1 Sovereigns and Central Banks3.2 Non Central Government Public Sector Entities (PSEs)3.3 Multilateral Development Banks (MDBs)3.4 Group Bank - Parent, Branch, Subsidiary or Affiliate3.5 Group non-bank entities3.6 Other Banks3.7 Non-Financial Corporations -Industrial & commercial private sector3.8 Other Financial Corporations - Financial intermediaries & auxiliaries3.9 Other Financial Corporations - Securities Firms3.10 TOTAL - - -

4 INVESTMENTS -Available-for-sale Resident Non-Resident % of Legal Entity Section Total 4.1 Sovereigns and Central Banks4.2 Non Central Government Public Sector Entities (PSEs)4.3 Multilateral Development Banks (MDBs)4.4 Group Bank - Parent, Branch, Subsidiary or Affiliate4.5 Group non-bank entities4.6 Other Banks4.7 Non-Financial Corporations -Industrial & commercial private sector4.8 Other Financial Corporations - Financial intermediaries & auxiliaries4.9 Other Financial Corporations - Securities Firms4.10 TOTAL - - -

5 OTHER INVESTMENTS Resident Non-Resident % of Legal Entity Section Total 5.1 Central Banks5.2 Non Central Government Public Sector Entities (PSEs)5.3 Multilateral Development Banks (MDBs)5.4 Group Bank - Parent, Branch, Subsidiary or Affiliate5.5 Group non-bank entities5.6 Other Banks5.7 Non-Financial Corporations -Industrial & commercial private sector5.8 Other Financial Corporations - Financial intermediaries & auxiliaries5.9 Other Financial Corporations - Securities Firms5.10 TOTAL - - -

6 LOANS AND ADVANCES Resident Non-Resident % of Legal Entity Section Total 6.1 Sovereigns and Central Banks6.2 Non Central Government Public Sector Entities (PSEs)6.3 Multilateral Development Banks (MDBs)6.4 Group Bank - Parent, Branch, Subsidiary or Affiliate6.5 Group non-bank entities6.6 Other Banks6.7 Non-Financial Corporations - Industrial & commercial private sector6.8 Non-Financial Corporations - Commercial Mortgages6.9 Other Financial Corporations - Financial intermediaries & auxiliaries6.10 Retail Lending/Consumer Loans - Households6.11 Residential Mortgages - Households6.12 Other loans and advances6.13 TOTAL - - -

7 LESS LOAN LOSS PROVISIONS Resident Non-Resident % of Legal Entity Section Total 7.1 Specific loan loss provisions7.2 Unearned interest7.3 TOTAL - - - 7.4 NET LOANS - - -

8 OTHER ASSETS Resident Non-Resident % of Legal Entity Section Total 8.1 Premises (net of accumulated depreciation)8.2 Other real estate owned (net of accumulated depreciation)8.3 Equipment and other fixed assets (net of accumulated depreciation)8.4 Goodwill and other intangible assets (net of amortisation)8.5 Accrued interest receivable8.6 Other assets8.7 TOTAL - - -

9 TOTAL ASSETS - - -

ASSET MEMORANDA ITEMS10 DIRECTORS /CONTROLLERS LOANS AND ADVANCES Section Total

10.1 Due from directors, controllers, and their associates10.2 Due from non-group companies with which directors and controllers are associated10.3 Due from non-group banks with which directors and controllers are associated10.4 Total -

11 LOANS COVERED BY COLLATERAL OR GUARANTEES

050. QPR-Statement of Fin Pos

11.1 Loans covered by cash with legal right of set-off11.2 Loans covered by bank guarantees

12 ENCUMBERED ASSETS

050. QPR-Statement of Fin Pos

LIABILITIES

13 DEPOSITS Resident Non-Resident % of Legal Entity Section Total13.1 Sovereign13.2 Non-Central Government Public Sector Entities (PSEs)13.3 Multilateral Development Banks (MDBs)13.4 Group Bank - Parent, Branch, Subsidiary or Affiliate13.5 Group non-bank entities 13.6 Other Banks 13.7 Non-Financial Corporations - Industrial & commercial private sector13.8 Other Financial Corporations - Financial intermediaries & auxiliaries13.9 Individuals - Households13.10 Other deposits13.11 TOTAL - - -

14 REPURCHASE AGREEMENTS (REPOS) Resident Non-Resident % of Legal Entity Section Total14.1 Group Bank - Parent, Branch, Subsidiary or Affiliate14.2 Other Banks14.3 Group non-bank entities 14.4 Other 14.5 TOTAL - - -

15 TERM DEBT AND OTHER BORROWINGS15.1 HYBRID DEBT AND SUBORDINATED DEBT Resident Non-Resident % of Legal Entity Section Total

15.1.1 Unsecured subordinated debt (over 5 years original term maturity)15.1.2 Hybrid debt/equity instruments (over 5 years original term to maturity)15.1.3 Subtotal - - -

15.2 OTHER NOTES, BONDS AND COMMERCIAL PAPER Resident Non-Resident % of Legal Entity Section Total15.2.1 Group Bank - Parent, Branch, Subsidiary or Affiliate15.2.2 Group non-bank entities 15.2.3 Other Banks 15.2.4 Other15.2.5 Subtotal - - -

15.3 OTHER BORROWINGS (loans, overdrafts, credit facilities , etc.) Resident Non-Resident % of Legal Entity Section Total15.3.1 Group Bank - Parent, Branch, Subsidiary or Affiliate15.3.2 Group non-bank entities 15.3.3 Other Banks15.3.4 Other15.3.5 Subtotal - - -

15.4 TOTAL TERM DEBT AND OTHER BORROWINGS - - -

16 CREDITORS AND OTHER LIABILITIES Resident Non-Resident % of Legal Entity Section Total16.1 Interest payable16.2 Dividends payable16.3 Items in suspense16.4 Other liabilities16.5 TOTAL - - -

17 OTHER LOSS PROVISIONS Resident Non-Resident % of Legal Entity Section Total17.1 General loan loss reserves17.2 Other loss reserves17.3 TOTAL - - -

18 TOTAL LIABILITIES - - -

LIABILITY MEMORANDA ITEMS19 DIRECTORS' DEPOSITS Section Total

19.1 Due to directors, controllers and their associates19.2 Due to non-group companies with which directors and controllers are associated19.3 Due to non-group banks with which directors, controllers are associated

SHAREHOLDERS EQUITY

20 SHARE CAPITAL Resident Non-Resident Section Total20.1 Issued and fully paid up common stock (at par or nominal value)20.2 Perpetual non-cumulative issued and fully paid up preference shares20.3 Additional paid-up capital in excess of par or nominal value20.4 TOTAL - - - LESS:20.5 - 20.6 TOTAL - - -

21 RETAINED PROFITS AND CURRENT YEARS EARNINGS Resident Non-Resident Section Total21.1 Unappropriated retained earnings21.2 Current year's net income/(loss)21.3 TOTAL - - -

22 RESERVES Resident Non-Resident Section Total22.1 Foreign currency translation adjustment22.2 Unrealised net gains/(losses) on assets available for sale 22.3 Unrealized net gains (losses) on cash flow hedges22.4 Asset revaluation reserves - -

22.4.1 Owner occupied property22.4.2 Plant and equipment22.4.3 Intangibles revaluation surplus22.4.4 Investments in subsidiaries22.4.5 Investments in associates/shares of associates22.4.6 Relating to non-current assets or disposal groups held for sale22.4.7 Other

22.5 Share based payments reserve22.6 Other reserves22.7 TOTAL - - -

23 TOTAL SHAREHOLDERS EQUITY - - -

24 MINORITY INTEREST -

Treasury stock (a deduction from capital)

050. QPR-Statement of Fin Pos

25 TOTAL EQUITY - - -

26 TOTAL LIABILITIES AND SHAREHOLDERS EQUITY - - -

GENERAL MEMORANDA ITEMS27 ASSETS UNDER ADMINISTRATION/CONTROL Resident Non-Resident % of Legal Entity Section Total

27.1 Approximate value of TRUST ASSETS (in US$ thousands) - 27.2 Number of trusts - 27.3 Approximate NAV (in US$ thousands) of MUTUAL FUNDS ADMINISTERED - 27.4 Number of funds administered - 27.5 Approximate value of assets (in US$ thousands) of MANAGED COMPANIES - 27.6 Number of companies managed -

28 NUMBER OF STAFF EMPLOYED -

051. QPR-Statement of Fin Perf

29 QPR - STATEMENT OF FINANCIAL PERFORMANCEAmounts in US dollars to the nearest thousand, omitting $000s

29.1 INTEREST INCOME Resident Non-Resident % of Legal Entity Section Total29.1.1 Interest on loans and advances29.1.2 Interest from trading portfolio 29.1.3 Dividend from trading portfolio29.1.4 Interest from financial instruments available for sale29.1.5 Dividend from financial instruments available for sale29.1.6 Interest income of financial assets designated at fair value29.1.7 Interest received on placement and money market instruments29.1.8 Other interest income29.1.9 TOTAL - - -

29.2 INTEREST EXPENSE Resident Non-Resident % of Legal Entity Section Total29.2.1 Interest paid on deposits due to banks 29.2.2 Interest paid on deposits due to customers29.2.3 Interest expense from trading portfolio29.2.4 Dividend expense from trading portfolio29.2.5 Interest on financial liabilities designated at fair value29.2.6 Interest paid on debt securities29.2.7 Interest paid of Certificates of Deposits29.2.8 Other interest expense 29.2.9 TOTAL - - -

29.3. NET INTEREST INCOME - - -

29.4 PROVISIONS FOR CREDIT LOSSES /RECOVERIES Resident Non-Resident % of Legal Entity Section Total29.4.1 Loans and advances29.4.2 Other assets contingent liabilities and commitments29.4.3 TOTAL - - -

29.5. FEES AND COMMISSIONS INCOME Resident Non-Resident % of Legal Entity Section Total29.5.1 Investment management fees29.5.2 Trust and company administration fees29.5.3 Trustee/Custodian fees29.5.4 Fund management fees29.5.5 Investment dealing profits and commissions29.5.6 Other non-interest income29.5.7 TOTAL - - -

29.6 NON-INTEREST EXPENSE Resident Non-Resident % of Legal Entity Section Total

29.6.1 Commissions Paid29.6.2 Other non-interest expenses29.6.3 TOTAL - - -

29.7 NET GAIN/(LOSS) ON FINANCIAL INSTRUMENTS Resident Non-Resident % of Legal Entity Section Total29.7.1 Gain/(Loss) on foreign exchange dealing and currency positions29.7.2 Gain/(Loss) on investments held for trading29.7.3 Realized gains/(losses) on assets available-for-sale29.7.4 Net gain/(loss) on fair value hedges29.7.5 Gains/(Losses) on disposal of held-to-maturity investments29.7.6 Other net gain/(loss) on financial instruments29.7.7 TOTAL - - -

29.8 OTHER INCOME Resident Non-Resident % of Legal Entity Section Total29.8.1 Share of profits/(losses) from subsidiaries and associated companies29.8.2 Income/(Loss) attributable to minority interest29.8.3 Other Income29.8.4 TOTAL - - -

29.9 OPERATING INCOME - - -

29.10. OPERATING EXPENSES Resident Non-Resident % of Legal Entity Section Total29.10.1 Directors Remuneration29.10.2 Management Charge29.10.3 Staff costs29.10.4 Depreciation29.10.5 Premises & Equipment29.10.6 Audit, Legal and other professional fees

29.10.7 Other operating expenses29.10.8 TOTAL - - -

29.11. EXTRAORDINARY ITEMS -

29.12. INCOME BEFORE TAXES - - -

29.13. APPLICABLE TAXES -

29.14. NET INCOME - - -

29.15. DIVIDEND -

29.16 NET INCOME RETAINED - - -

MEMORANDA ITEMS

29.17 Net earnings from related transactions29.18 Loan loss charged- off29.19 Recoveries on loan charged-off

052. QPR-Ten Largest deposits

TEN LARGEST EXPOSURES TO FINANCIAL INSTITUTIONS AND TEN LARGEST DEPOSITORSAmounts in US dollars to the nearest thousand, omitting $000s

30. TEN LARGEST EXPOSURES TO FINANCIAL INSTITUTIONS

Bank Name, Country Amount Currency

1

2

3

4

5

6

7

8

9

10

Total -

31. TEN LARGEST DEPOSITORS

Customer Name, Country Amount Currency

1

2

3

4

5

6

7

8

9

10

Total -

Related (Yes/No)

Maturity Date (dd/mm/yy)

Related (Yes/No)

Maturity Date (dd/mm/yy)

053. QPR-Large exposures

Item 32. EXPOSURES EQUAL TO OR GREATER THAN 10% OF CAPITAL BASEAmounts in US dollars to the nearest thousand, omitting $000s

Counterparty Exempt Exposures Approved Guarantees Rating Agency

(a) (b) (c ) (d) (e) (f) (g)=(b+c-d-e-f) (h) (i) (j) (k)

Total

On-Balance Sheet Exposures

Off-Balance Sheet Exposures

Secured by Cash or Marketable Securities

Total Non-Exempt

Exposures Total Non-Exempt Exposures

as % of Capital BaseMaximum Exposure

during the Reporting Period

Credit Rating of the Counterparty

053. QPR-Large exposures

Provisions

(l) (m)

AA+AAAA-A+AA-BBB+BBBBBB-

Related Counterparty (Yes/No)

054. QPR-Asset Quality

Item 33. ASSET QUALITYAmounts in US dollars to the nearest thousand, omitting $000s

Satisfactory Special Mention Substandard Doubtful Loss Non-Accruals

(A) (B) (C) (D) (E) (F) (G)=(D)+(E)+(F) (H)Item COUNTERPARTY GROUPING

33.1 Sovereigns and Central Banks

AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -

33.2 Non Central Government Public Sector Entities (PSEs)

AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -

33.3 Multilateral Development Banks (MDBs)

AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -

33.4 Group Bank - Parent, Branch, Subsidiary or Affiliate

AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -

33.5 Group Non-Bank Entities

AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -

33.6 Other Banks

AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -

33.7 Non- Financial Corporations - Industrial & commercial private sector

AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -

33.8 Non- Financial Corporations - Commercial Mortgages -

33.9 Other Financial Corporations -Financial intermediaries & auxiliaries

AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -

33.10 Other Financial Corporations - Securities Firms

AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -

33.11 Retail Lending / Consumer Loans - Households -

33.12 Residential Mortgages - Households -

33.13 Other loans and advances

AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -

33.14 Total On-Balance Sheet Items - - - - - - -

33.15 Off-Balance Sheet Items -

PROVISIONS

33.16 Specific Provisions

AAA to AA- / Aaa to Aa3A+ to A- / A1 to A3BBB+ to BBB- / Baa1 to Baa3BB+ to BB- / Ba1 to Ba3B+ to B-/B1 to B3Below B- / Below B3Unrated exposures

MEMORANDA:

33.17 Loans/Advances to Directors/Controllers

AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -

33.18 Restructured loans (current reporting period)

AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -

Ratings issued by Standard & Poors and Fitch Ratings / Moodys Investors Service

Value Impaired Loans

055. QPR-Debt Securities

Item 34: INVESTMENTS IN DEBT SECURITIESAmounts in US dollars to the nearest thousand, omitting $000s

ISIN / CUSIP Code Security Details (2)

Issuer Issuer's Country Face Value Currency Coupon Rate Book ValueMarket Price per Unit

Type of Security Fixed / Floating Rate Payment Interval Offering Method Securitisation Tranche Source Price Yield

(1) (2.1) (2.2) (2.3) (2.4) (2.5) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12.1) (12.2) (12.3)

Total

Next Repricing Date (dd/mm/yyyy)

Maturity Date (dd/mm/yyyy)

Last Acquisition Date (dd/mm/yyyy)

055. QPR-Debt Securities

Market Value Embedded Options Risk Ratings (15)

Rating Rating Agency

(13) (14) (15.1) (15.2)

056. QPR-Equities

Item 35: INVESTMENTS IN EQUITY SECURITIESAmounts in US dollars to the nearest thousand, omitting $000s

ISIN / CUSIP Code Security Details (2)

Issuer Issuer's Country Currency Book Value Price per Share / Unit Market Value Source Custodian Risk Ratings (13)

Rating Rating Agency

(1) (2.1) (2.2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13.1) (13.2)

Total

Last Acquisition Date (dd/mm/yyyy)

Number of Shares / Units Type of Equity

Security Traded on Stock

Exchange

057. QPR-Funds

Item 36. INVESTMENTS IN MUTUAL FUNDS AND HEDGE FUNDSAmounts in US dollars to the nearest thousand, omitting $000s

ISIN / CUSIP Code Name of the Fund Objectives Issuer's Country Currency Book Value Number of Shares Market Value Source Custodian

(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12)

Total

Last Acquisition Date

(dd/mm/yyyy)Net Asset Value

per Share

Item 37. SUMMARY OF OTC AND EXCHANGE TRADED CONTRACTSAmounts in US dollars to the nearest thousand, omitting $000s

Item Description (A)

37.1 OTC - Forwards37.2 OTC - Swaps37.3 OTC - Purchased Options37.4 OTC - Written Options37.5 Total OTC Contracts - - - - - -

37.6 Exchange Traded - Futures-Long Positions37.7 Exchange Traded- Futures-Short Positions37.8 Exchange Traded -Purchased Options37.9 Exchange Traded - Written Options37.10 Total Exchange Traded Contracts - - - - - -

Interest Rate Contracts (B)

Foreign Exchange Contracts & Gold

(C)Equity Contracts

(D)Precious Metal Contracts (E)

Other Commodities Contracts (F)

Credit Derivatives (G)

Total (H)

- - - - -

- - - - -

Item 38. SUMMARY OF OFF-BALANCE SHEET EXPOSURESAmounts in US dollars to the nearest thousand, omitting $000s

Item RETAIL EXPOSURES38.1 Unconditionally cancellable at any time38.2 Original maturity one year and under38.3 Original maturity over one year38.4 Sub-Total - Retail Exposures -

Item NON- RETAIL EXPOSURES38.5 Unconditionally cancellable at any time38.6 Original maturity one year and under38.7 Original maturity over one year38.8 Sub-Total - Non- Retail Exposures -

Item OTHER OFF-BALANCE SHEET EXPOSURES38.9 Short-term self-liquidating trade-related contingencies38.10 Transaction-related contingencies38.11 Note Issuance Facilities and Revolving Underwriting Facilities38.12 Direct credit substitutes - excluding credit derivatives38.13 Asset sales with recourse38.14 Forward asset purchases38.15 Forward forward deposits38.16 Partly paid shares and securities38.17 Sub-Total - Other Off-Balance Sheet -

38.18 Total Off-Balance Sheet Exposures -

Notional or Book Value

ITEM 39. INTEREST RATE REPRICING AND MATURINGAmounts in US dollars to the nearest thousand, omitting $000s

INTEREST RATE REPRICING

39.1 ASSETS Sight - 8 days 8 days - 1 Month 1 - 3 Months 3 - 6 Months 6 - 12 Months 1 - 5 Years Over 5 Years

(A) (B) (C) (D) (E) (F) (G) (H) 39.1.1 Cash and deposits39.1.2 Loans39.1.3 Investments39.1.4 Other assets39.1.5 Total - - - - - - - -

39.2 LIABILITIES & EQUITY Sight - 8 Days 8 Days - 1 Month 1 - 3 Months 3 - 6 Months 6 - 12 Months 1 - 5 Years Over 5 Years

39.2.1 Deposits from banks 39.2.2 Other deposits39.2.3 Repos, Term Debt and other Borrowings39.2.4 Other liabilities39.2.5 Equity39.2.6 Total - - - - - - - - 39.3 Off-balance sheet items

INTEREST RATE MATURING

39.4 ASSETS Sight - 8 days 8 days - 1 Month 1 - 3 Months 3 - 6 Months 6 - 12 Months 1 - 5 Years Over 5 Years

39.4.1 Cash and deposits39.4.2 Loans39.4.3 Investments39.4.4 Other assets39.4.5 Total - - - - - - - -

39.5 LIABILITIES & EQUITY Sight - 8 Days 8 Days - 1 Month 1 - 3 Months 3 - 6 Months 6 - 12 Months 1 - 5 Years Over 5 Years

39.5.1 Deposits from banks 39.5.2 Other deposits39.5.3 Repos, Term Debt and other Borrowings39.5.4 Other liabilities39.5.5 Equity39.5.6 Total - - - - - - - - 39.6 Off-balance sheet items

Non-Interest Sensitive (Assets and Liabilities)

Non-Interest Sensitive (Assets and Liabilities)

Non-Interest Sensitive (Assets and Liabilities)

Non-Interest Sensitive (Assets and Liabilities)

Total

(I) - - - - -

Total

- - - - - - -

Total

- - - - -

Total

- - - - - - -