Attachment A: Index of tables in ARF 116.0

<table cellspacing="0" cellpadding="0" style="border-collapse:collapse"><tbody><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="HeadingLvl3"><span>Market risk summary table</span><span style="font-weight:normal">……………………………………..</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>ARF 116_0_S</span><span>U</span></p></td></tr><tr><td colspan="2" style="width:415.65pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="HeadingLvl3"><span>Standard method</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span style="font-weight:bold">Interest rate risk</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span></span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:34pt; margin-bottom:0pt; font-size:12pt"><span>Specific risk………………………………………</span><span>................</span><span>.</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 1</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:34pt; margin-bottom:0pt; font-size:12pt"><span>General market risk</span><span>………………………………………</span><span>…..</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 2</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span style="font-weight:bold">Equity position risk</span><span>……………………………………………</span><span>.</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 3</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span style="font-weight:bold">Foreign exchange risk</span><span>………………………………………</span><span>.....</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 4</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span style="font-weight:bold">Commodities risk</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span></span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:34pt; margin-bottom:0pt; font-size:12pt"><span>Simplified method</span><span>……………………………………………</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 5</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:34pt; margin-bottom:0pt; font-size:12pt"><span>Maturity ladder method</span><span>……………………………………</span><span>...</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 6</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span style="font-weight:bold">Options</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span></span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:34pt; margin-bottom:0pt; font-size:12pt"><span>Simplified method</span><span>……………………………………………</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 7</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:34pt; margin-bottom:0pt; font-size:12pt"><span>Delta-plus method</span><span>……………………………………………</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 8</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:34pt; margin-bottom:0pt; font-size:12pt"><span>Contingent loss method</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span></span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:51pt; margin-bottom:0pt; font-size:12pt"><span>Interest rate</span><span>s...</span><span>………………………………</span><span>...</span><span>..............</span><span>...</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 9</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:51pt; margin-bottom:0pt; font-size:12pt"><span>Equities</span><span>………………………………………………</span><span>.......</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 10</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:51pt; margin-bottom:0pt; font-size:12pt"><span>Foreign exchange</span><span>...</span><span>……</span><span>.</span><span>………………………………</span><span>...</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 11</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:51pt; margin-bottom:0pt; font-size:12pt"><span>Commodities</span><span>…………………………………………</span><span>......</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 12</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-bottom:0pt; font-size:12pt"><span style="font-weight:bold"></span></p><p class="Indent0" style="margin-bottom:0pt; font-size:12pt"><span style="font-weight:bold"></span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span></span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="HeadingLvl3"><span>Internal model approach</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="HeadingLvl3" style="margin-left:1.7pt"><span></span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span style="font-weight:bold">Value-at-Risk method</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span></span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:34pt; margin-bottom:0pt; font-size:12pt"><span>Value-at Risk results</span><span>…………………………………………</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 13</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:34pt; margin-bottom:0pt; font-size:12pt"><span>Largest daily losses over the quarter</span><span>…………………………</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 14</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-bottom:0pt; font-size:12pt"><span style="font-weight:bold"></span></p><p class="Indent0" style="margin-bottom:0pt; font-size:12pt"><span style="font-weight:bold"></span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; text-align:right; font-size:12pt"><span></span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="HeadingLvl3"><span>Stress testing</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="HeadingLvl3" style="margin-left:1.7pt"><span></span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span>Yield curve scenarios</span><span>……………………………………………</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 15</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span>Interest rate volatility scenarios</span><span>…………………………………</span><span>.</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 16</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span>Equity scenarios</span><span>…………………………………………………</span><span>.</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 17</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span>Exchange rate scenarios</span><span>…………………………………………</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 18</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span>Gold and other precious metals scenarios</span><span>………………………</span><span>.</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 19</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span>Base metals scenarios</span><span>……………………………………………</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 20</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span>Soft commodities scenarios</span><span>……………………………………</span><span>...</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 21</span></p></td></tr><tr><td style="width:327.75pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:17pt; margin-bottom:0pt; font-size:12pt"><span>Energy commodity scenarios</span><span>……………………………………</span></p></td><td style="width:77.1pt; padding-right:5.4pt; padding-left:5.4pt; vertical-align:top"><p class="Indent0" style="margin-left:1.7pt; margin-bottom:0pt; font-size:12pt"><span>Table 22</span></p></td></tr></tbody></table>