Total Derivative Exposure Classified intTotal Derivative Exposure Classified into the Following

Total Derivative Exposure Classified into the Following

(Note: Capital charge is not calculated on these products, but the aggregate value is required for the first 2 columns of each type of derivative market/type).

1. Total 'Over the Counter' derivative financial instruments

These refer to derivative contracts that are not traded on a recognised exchange. Instead these contracts are transacted between individual counterparties (e.g. most commonly a bank). The details of a derivative contract can be negotiated between the contracting parties.

• Forwards, Swaps, Other