Country Of

Customer
Account ID Customer Name (Obligor) Incorporati
ID on Code
LURCSB0213612 LUT213612 Abu Dhabi, Government of
LURCSB0204416 LUT204416 AFC Sukuk Company KY
LURCSB0204612 LUT204612 Africa Finance Corporation NG
LURCSB0204792 LUT204792 African Development Bank CI
LURCSB0204962 LUT204962 African Export-Import Bank EG
LURCSB0207412 LUT207412 Air Jamaica Limited JM
LURCSB0210486 LUT210486 Albania, Government of AL
LURCSB0209538 LUT209538 Angola, Government of AO
LURCSB0204061 LUT204061 APICORP Sukuk Limited KY
LURCSB0205002 LUT205002
Arab Petroleum Investments Corp. (APICORP)SA
LURCSB0208937 LUT208937 Argentina, Government of AR
LURCSB0214975 LUT214975 Armenia, Government of AM
LURCSB0205020 LUT205020 Asian Development Bank PH
LURCSB0205035 LUT205035
Asian Infrastructure Investment Bank (AIIB) CN
LURCSB0214995 LUT214995 Australia, Government of AU
LURCSB0210527 LUT210527 Austria, Government of AT
LURCSB0215007 LUT215007 Azerbaijan, Government of AZ
LURCSB0207565 LUT000044Bahamas - Off Shore Banking Center BS
LURCSB0207418 LUT207418 Bahamas, Government of BS
LURCSB0213717 LUT213717Bahrain - Off Shore Banking Center BH
LURCSB0213639 LUT213639 Bahrain, Government of BH
 Country Of Local
Country Of Incorporation Description Residence Country Of Residence Description Currency
Code Code
Abu Dhabi Abu Dhabi AED
Cayman Island KY Cayman Island GBP
Nigeria NG Nigeria NGR
Ivory Coast CI Ivory Coast GBP
Egypt EG Egypt GBP
Jamaica JM Jamaica GBP
Albania AL Albania GBP
Angola AO Angola GBP
Cayman Island KY Cayman Island GBP
Saudi Arabia SA Saudi Arabia GBP
Argentina AR Argentina GBP
Armenia AM Armenia GBP
Philippines PH Philippines GBP
China CN China GBP
Australia AU Australia GBP
Austria AT Austria GBP
Azerbaijan AZ Azerbaijan GBP
Bahamas BS Bahamas GBP
Bahamas BS Bahamas GBP
Bahrain - Off Shore Banking Center BH Bahrain - Off Shore Banking Center GBP
Bahrain BH Bahrain GBP
Reporting Account BIS ENTITY BIS ENTITY
Approac Reporting ASSET CLASS Exposure
Currency Reporting TYPE TYPE
Code h Approach Aprroach Original CATEGORY ORIGINAL Class

USD STD STD Standardized SOV SOV CLAIM_SOV SOVEREIGN

USD STD STD Standardized SOV SOV CLAIM_SUPRA SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SUPRA SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_MDB MDB
USD STD STD Standardized SOV SOV CLAIM_SUPRA SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SOV SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SOV SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SOV SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SUPRA SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SUPRA SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SOV SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SOV SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SUPRA MDB
USD STD STD Standardized SOV SOV CLAIM_MDB MDB
USD STD STD Standardized SOV SOV CLAIM_SOV SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SOV SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SOV SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SOV SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SOV SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SOV SOVEREIGN
USD STD STD Standardized SOV SOV CLAIM_SOV SOVEREIGN
Business Group
Exposure
Customer STD Entity Type Start Date End Date Product Type Product
Type Type Code
S Central_Gov_Bank Sovereign 3/1/2017 31/09/2019 Fixed Coupon Bond ADES
S Central_Gov_Bank Sovereign 3/3/2017 31/09/2019 Fixed Coupon Bond ADES
S Central_Gov_Bank Sovereign 3/6/2017 31/09/2019 Fixed Coupon Bond ADES
MDB MDB MDB 3/9/2017 31/09/2019 Fixed Coupon Bond ADES
S Central_Gov_Bank Sovereign 3/12/2017 31/09/2019 Fixed Coupon Bond ADES
S Central_Gov_Bank Sovereign 3/15/2017 31/09/2019 Fixed Coupon Bond ADES
S Central_Gov_Bank Sovereign 3/17/2017 31/09/2019 Fixed Coupon Bond ADES
S Central_Gov_Bank Sovereign 3/19/2017 31/09/2019 Fixed Coupon Bond ATRB
S Central_Gov_Bank Sovereign 3/21/2017 31/09/2019 Fixed Coupon Bond ADES
S Central_Gov_Bank Sovereign 3/24/2017 31/09/2019 Fixed Coupon Bond ADES
S Central_Gov_Bank Sovereign 3/27/2017 31/09/2019 Fixed Coupon Bond ATRB
S Central_Gov_Bank Sovereign 3/29/2017 31/09/2019 Fixed Coupon Bond ADES
MDB MDB MDB 3/31/2017 31/09/2019 Fixed Coupon Bond ADES
MDB MDB MDB 4/3/2017 31/09/2019 Fixed Coupon Bond ADES
S Central_Gov_Bank Sovereign 4/6/2017 31/09/2019 Fixed Coupon Bond ADES
S Central_Gov_Bank Sovereign 4/8/2017 31/09/2019 Fixed Coupon Bond ATRB
S Central_Gov_Bank Sovereign 4/10/2017 31/09/2019 Fixed Coupon Bond ADES
S Central_Gov_Bank Sovereign 4/12/2017 31/09/2019 Fixed Coupon Bond ATRB
S Central_Gov_Bank Sovereign 4/14/2017 31/09/2019 Fixed Coupon Bond ADES
S Central_Gov_Bank Sovereign 4/16/2017 31/09/2019 Fixed Coupon Bond ADES
S Central_Gov_Bank Sovereign 4/18/2017 31/09/2019 Fixed Coupon Bond ADES
 Local
Portfolio
Group Product Code Description Product Local Product Code Description
Code Type

Debt Securities GFB Government Bonds Wholesale

Debt Securities GFN Government Floating Notes Wholesale
Debt Securities GSB Government Bonds NI Wholesale
Debt Securities GSB Government Bonds NI Wholesale
Debt Securities GTN Government Treasury Notes Wholesale
Debt Securities GFN Government Floating Notes Wholesale
Debt Securities GFB Government Bonds Wholesale
Treasury Bills and Similar Securities GTB Government Treasury Bills Wholesale
Debt Securities GFB Government Bonds Wholesale
Debt Securities GTN Government Treasury Notes Wholesale
Treasury Bills and Similar Securities GTB Government Treasury Bills Wholesale
Debt Securities GFB Government Bonds Wholesale
Debt Securities GTN Government Treasury Notes Wholesale
Debt Securities GTN Government Treasury Notes Wholesale
Debt Securities GFB Government Bonds Wholesale
Treasury Bills and Similar Securities GTB Government Treasury Bills Wholesale
Debt Securities GFB Government Bonds Wholesale
Treasury Bills and Similar Securities GTB Government Treasury Bills Wholesale
Debt Securities GFN Government Floating Notes Wholesale
Debt Securities GFB Government Bonds Wholesale
Debt Securities GFB Government Bonds Wholesale
 Credit Moodys Unauthorize Positive Negative End Of Accrued
Notional Accrued
Quality External d Premium Mark To Mark TO Period Interest IN
Step (CQS) Rating Principal Discount Market Market Balance Interest Suspense

1 Aa2 36,067,420,000 8,356,062 0 0 0 358,300 0

2 A3 69,338,309,003 4,128,856 38,600 41,289 0 386,000 0
2 A3 58,835,938,004 3,092,695 38,470 30,927 0 384,700 0
3 AAA 55,639,509,005 4,190,516 38,192 41,905 0 380,200 0
3 Baa1 77,350,284,006 1,997,099 38,220 19,971 0 380,300 0
5 B2 59,410,212,051 2,886,745 3,701 288,675 0 369,100 0
5 B1 83,326,743,110 3,365,596 0 0 0 373,900 0
5 B3 78,820,931,086 766,329 0 0 0 369,800 0
1 Aa2 28,518,111,000 4,569,746 38,990 45,697 0 385,500 0
1 Aa2 86,444,719,007 1,802,103 38,260 18,021 0 380,000 0
6 B3 45,240,698,075 6,262,732 29,368 78,284 0 365,200 0
4 Ba3 19,885,227,000 4,029,148 0 0 0 372,600 0
1 Aaa 73,545,267,008 3,225,254 37,825 32,253 0 377,600 0
1 Aaa 36,443,197,009 2,723,110 37,520 27,231 0 374,400 0
1 Aaa 19,082,664,000 5,825,447 0 0 0 374,300 0
1 Aa1 78,557,955,111 4,587,201 0 0 0 373,900 0
4 Ba2 20,776,818,000 7,917,887 0 0 0 369,200 0
4 Baa3 92,699,166,053 8,681,106 36,810 86,811 0 358,300 0
4 Ba3 50,464,929,052 2,652,273 3,688 265,227 0 364,700 0
5 B2 23,746,282,000 14,122,276 0 0 0 370,500 0
5 B2 19,195,845,000 9,055,460 0 0 0 366,300 0
 Accrued
Accrued Undrawn Drawn Undrawn
Income In Drawn Original Exposure
Income Suspense Commitment CCF CCF

381,900 0 $ 36,076,516,262.00 1
365,900 0 $ 69,343,269,648.00 1
276,237 0 $ 58,839,761,033.00 1
376,600 0 $ 55,644,536,418.00 1
697,179 0 $ 77,353,416,775.00 1
371,700 0 $ 59,414,131,972.00 1
372,200 0 $ 83,330,854,806.00 1
377,700 0 $ 78,822,444,915.00 1
372,300 0 $ 28,523,523,233.00 1
590,795 0 $ 86,447,548,186.00 1
376,600 0 $ 45,247,810,259.00 1
352,800 0 $ 19,889,981,548.00 1
355,400 0 $ 73,549,295,340.00 1
0 0 $ 36,446,359,270.00 1
0 0 $ 19,088,863,747.00 1
0 0 $ 78,562,916,212.00 1
0 0 $ 20,785,105,087.00 1
0 450000 $ 92,707,879,080.00 1
0 0 $ 50,468,214,940.00 1
0 0 $ 23,760,774,776.00 1
0 0 $ 19,205,266,760.00 1
 Capital
Risk Expected
Exposure Value Risk Weighted Asset Require
Weight Loss ment
$ 36,076,516,262.00 0 $ -
$ 69,343,269,648.00 0.2 $ 13,868,653,929.60
$ 58,839,761,033.00 0.2 $ 11,767,952,206.60
$ 55,644,536,418.00 0 $ -
$ 77,353,416,775.00 0.5 $ 38,676,708,387.50
$ 59,414,131,972.00 1 $ 59,414,131,972.00
$ 83,330,854,806.00 1 $ 83,330,854,806.00
$ 78,822,444,915.00 1 $ 78,822,444,915.00
$ 28,523,523,233.00 0 $ -
$ 86,447,548,186.00 0 $ -
$ 45,247,810,259.00 1 $ 45,247,810,259.00
$ 19,889,981,548.00 1 $ 19,889,981,548.00
$ 73,549,295,340.00 0 $ -
$ 36,446,359,270.00 0 $ -
$ 19,088,863,747.00 0 $ -
$ 78,562,916,212.00 0 $ -
$ 20,785,105,087.00 1 $ 20,785,105,087.00
$ 92,707,879,080.00 0.5 $ 46,353,939,540.00
$ 50,468,214,940.00 1 $ 50,468,214,940.00
$ 23,760,774,776.00 1 $ 23,760,774,776.00
$ 19,205,266,760.00 1 $ 19,205,266,760.00