AFS Interest OTF rate card Repo:

• ‍‍Repo’s GC a maximum of 2 basis points over the nominal value of the transaction per year
• Repo’s non-GC a maximum of 5 basis points over the nominal value of the transaction per year
• Repo’s Specials a maximum of 10 basis points over the nominal value of the transaction per year

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Interest rates derivatives:

• ‍‍Interest Rate Swaps G11 currencies a maximum of 1 basis point over the nominal value of the fixed leg per year
• Interest Rate Swaps non-G11 currencies a maximum of 2 basis point over the nominal value of the fixed leg per year
• Forward Rate Agreements G11 currencies a maximum of 1 basis point over the nominal value of the fixed leg per year
• Forward Rate Agreements non-G11 currencies a maximum of 2 basis point over the nominal value of the fixed leg per year
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Forex Exchange (FX):‍

• FX spot G11 currencies a maximum of €50, – per €1mio nominal value
• FX forwards G11 currencies up to one month a maximum of €10, – per €1mio nominal value
• FX forwards G11 currencies up to three month a maximum of €25, – per €1mio nominal value
• FX forwards G11 currencies up to one year a maximum of €50, – per €1mio nominal value
• FX forwards G11 currencies over one year a maximum of €100, – per €1mio nominal value
• FX spot non-G11 currencies a maximum of €100, – per €1mio nominal value
• FX forwards non-G11 currencies up to one month a maximum of €25, – per €1mionominal value
• FX forwards non-G11 currencies up to three month a maximum of €50, – per €1mionominal value
• FX forwards non-G11 currencies up to one year a maximum of €100, – per €1mionominal value
• FX forwards non-G11 currencies over one year a maximum of €250, – per €1mionominal value

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‍Money Market debt securities:‍

• Treasury-Bills in G11 currency, minimum single A rated, a maximum of 4 cent spread over the nominal value of the transaction
• Treasury-Bills in non-G11 currency, minimum single A rated, a maximum of 6 cent spread over the nominal value of the transaction
• Treasury-Bills in G11 currency, lower than single A rated, a maximum of 6 cent spread over the nominal value of the transaction
• Treasury-Bills in non-G11 currency, lower than single A rated, a maximum of 10 cent spread over the nominal value of the transaction
• Commercial Paper & Certificate of Deposit in G11 currency, minimum single A rated, a maximum of 5 cent spread over the nominal value of the transaction
• Commercial Paper & Certificate of Deposit in non-G11 currency, minimum single A rated, a maximum of 8 cent spread over the nominal value of the transaction
• Commercial Paper & Certificate of Deposit in G11 currency, lower than single A rated, a maximum of 8 cent spread over the nominal value of the transaction
• Commercial Paper & Certificate of Deposit in non-G11 currency, lower than single A rated, a maximum of 12 cent spread over the nominal value of the transaction
• Bonds (maturity < 1 year) in G11 currency, minimum single A rated, a maximum of 4cent spread over the nominal value of the transaction
• Bonds (maturity < 1 year) in non-G11 currency, minimum single A rated, a maximum of 6 cent spread over the nominal value of the transaction
• Bonds(maturity < 1 year) in G11 currency, lower than single A rated, a maximum of 8 cent spread over the nominal value of the transaction
• Bonds(maturity < 1 year) in non-G11 currency, lower than single A rated, a maximum of 10 cent spread over the nominal value of the transaction

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‍Capital Market (maturity >1year) debt securities:‍

• Government Bonds in G11 currency, minimum single A rated, a maximum of 3 basis points spread over the nominal value of the transaction per year
• Government Bonds in non-G11 currency, minimum single A rated, a maximum of 4 basis points spread over the nominal value of the transaction per year
• Government Bonds in G11 currency, lower than single A rated, a maximum of 5 basis points spread over the nominal value of the transaction per year
• Government Bonds in non-G11 currency, lower than single A rated, a maximum of 6 basis points spread over the nominal value of the transaction per year
• SSA Bonds in G11 currency, minimum single A rated, a maximum of 3 basis points spread over the nominal value of the transaction per year
• SSA Bonds in non-G11 currency, minimum single A rated, a maximum of 4 basis points spread over the nominal value of the transaction per year
• SSA Bonds in G11 currency, lower than single A rated, a maximum of 6 basis points spread over the nominal value of the transaction per year
• SSA Bonds in non-G11 currency, lower than single A rated, a maximum of 8 basis points spread over the nominal value of the transaction per year
• Covered Bonds in G11 currency, minimum single A rated, a maximum of 4 basis points spread over the nominal value of the transaction per year
• Covered Bonds in non-G11 currency, minimum single A rated, a maximum of 5 basis points spread over the nominal value of the transaction per year
• Covered Bonds in G11 currency, lower than single A rated, a maximum of 8 basis points spread over the nominal value of the transaction per year
• Covered Bonds in non-G11 currency, lower than single A rated, a maximum of 10 basis points spread over the nominal value of the transaction per year
• Financials Bonds in G11 currency, minimum single A rated, a maximum of 5 basis points spread over the nominal value of the transaction per year
• Financials Bonds in non-G11 currency, minimum single A rated, a maximum of 6 basis points spread over the nominal value of the transaction per year
• Financials Bonds in G11 currency, lower than single A rated, a maximum of 8 basis points spread over the nominal value of the transaction per year
• Financials Bonds in non-G11 currency, lower than single A rated, a maximum of 10 basis points spread over the nominal value of the transaction per year
• Corporate Bonds in G11 currency, minimum single A rated, a maximum of 5 basis points spread over the nominal value of the transaction per year
• Corporate Bonds in non-G11 currency, minimum single A rated, a maximum of 7.5 basis points spread over the nominal value of the transaction per year
• Corporate Bonds in G11 currency, lower than single A rated, a maximum of 10 basis points spread over the nominal value of the transaction per year
• Corporate Bonds in non-G11 currency, lower than single A rated, a maximum of 15 basis points spread over the nominal value of the transaction per year
• Illiquid bonds (junk bonds, issue size under €200mio, 10% or more from the issue size)tailored spreads.